+48.8%
KNX vs DUOL
+1.6%
+47.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.5% |
| 7D | -5.6% | -7.0% | +1.4% | -5.1% |
| 30D | -4.4% | +6.7% | -11.1% | -5.1% |
| 3M | -17.3% | +16.0% | -33.3% | -18.7% |
| 6M | +22.6% | +45.4% | -22.8% | +17.9% |
| YTD | +31.1% | -18.1% | +49.3% | +32.0% |
| 1Y | +60.2% | -53.6% | +113.8% | +68.4% |
| 3Y | +35.8% | -11.0% | +46.7% | +32.6% |
| 5Y | +38.9% | -17.1% | +56.0% | +27.7% |
| All | +48.8% | +1.6% | +47.1% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DUOL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling