+34.6%
KRE vs DUOL
+1.6%
+32.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -1.8% | -7.0% | +5.2% | -1.2% |
| 30D | -4.5% | +6.7% | -11.2% | -5.2% |
| 3M | +2.7% | +16.0% | -13.3% | +0.9% |
| 6M | +16.9% | +45.4% | -28.6% | +12.0% |
| YTD | +15.4% | -18.1% | +33.5% | +16.2% |
| 1Y | +16.1% | -53.6% | +69.6% | +22.5% |
| 3Y | +85.7% | -11.0% | +96.7% | +80.2% |
| 5Y | +33.3% | -17.1% | +50.4% | +19.5% |
| All | +34.6% | +1.6% | +32.9% | +24.5% |
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