+51.1%
KNX vs DUOL
+2.7%
+48.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -3.9% | 0.0% |
| 7D | -0.5% | -8.6% | +8.1% | +0.2% |
| 30D | +1.0% | +7.2% | -6.2% | +0.3% |
| 3M | -12.6% | +19.1% | -31.7% | -14.3% |
| 6M | +21.1% | +52.5% | -31.4% | +16.0% |
| YTD | +33.2% | -17.3% | +50.5% | +34.0% |
| 1Y | +67.8% | -49.2% | +117.0% | +75.0% |
| 3Y | +37.3% | -7.3% | +44.6% | +33.7% |
| 5Y | +41.1% | -16.3% | +57.3% | +29.6% |
| All | +51.1% | +2.7% | +48.4% | +36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling