+32.7%
KORU vs DUOL
-1.5%
+34.2%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.9% | +6.4% | +2.7% |
| 7D | +20.1% | -11.8% | +31.9% | +23.5% |
| 30D | +47.5% | +1.5% | +46.0% | +45.0% |
| 3M | -30.1% | +18.1% | -48.2% | -36.5% |
| 6M | +20.1% | +38.7% | -18.5% | +2.9% |
| YTD | +166.6% | -20.7% | +187.2% | +165.9% |
| 1Y | +458.9% | -49.1% | +508.0% | +529.3% |
| 3Y | +531.8% | -11.0% | +542.8% | +444.5% |
| 5Y | +67.7% | -18.0% | +85.7% | +20.1% |
| All | +32.7% | -1.5% | +34.2% | -7.0% |
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