+35.3%
KRE vs DUOL
+3.5%
+31.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.2% | +3.9% | -0.8% |
| 7D | +2.3% | -7.8% | +10.1% | +3.0% |
| 30D | -2.5% | +11.8% | -14.3% | -3.6% |
| 3M | +6.2% | +24.1% | -17.9% | +3.8% |
| 6M | +15.8% | +43.6% | -27.8% | +11.2% |
| YTD | +16.0% | -16.6% | +32.6% | +16.7% |
| 1Y | +16.2% | -46.0% | +62.2% | +20.9% |
| 3Y | +86.4% | -6.5% | +92.9% | +80.1% |
| 5Y | +33.0% | -7.4% | +40.4% | +20.0% |
| All | +35.3% | +3.5% | +31.8% | +25.0% |
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