+474.0%
KORU vs DUOL
-9.6%
+483.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.0% | +10.0% | +9.1% |
| 7D | -1.7% | -7.0% | +5.3% | -0.8% |
| 30D | +13.5% | +6.7% | +6.8% | +11.4% |
| 3M | -45.2% | +16.0% | -61.2% | -48.7% |
| 6M | +17.1% | +45.4% | -28.3% | +2.5% |
| YTD | +154.1% | -18.1% | +172.3% | +157.8% |
| 1Y | +375.7% | -53.6% | +429.2% | +464.6% |
| 3Y | +474.0% | -11.0% | +485.0% | +412.3% |
| All | +474.0% | -9.6% | +483.6% | +412.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling