+71.2%
KTOS vs DUOL
+1.6%
+69.5%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -2.4% | -7.0% | +4.6% | -1.2% |
| 30D | -26.8% | +6.7% | -33.6% | -28.0% |
| 3M | -20.6% | +16.0% | -36.6% | -23.5% |
| 6M | -47.5% | +45.4% | -92.9% | -51.6% |
| YTD | -38.5% | -18.1% | -20.4% | -37.8% |
| 1Y | -31.0% | -53.6% | +22.5% | -23.9% |
| 3Y | +216.5% | -11.0% | +227.5% | +201.4% |
| 5Y | +105.7% | -17.1% | +122.8% | +68.4% |
| All | +71.2% | +1.6% | +69.5% | +44.0% |
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