-1.9%
KWEB vs DUOL
-9.6%
+7.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.7% |
| 7D | -5.6% | -7.0% | +1.4% | -5.1% |
| 30D | -10.7% | +6.7% | -17.4% | -11.2% |
| 3M | -7.4% | +16.0% | -23.4% | -8.8% |
| 6M | -19.3% | +45.4% | -64.7% | -22.1% |
| YTD | -27.8% | -18.1% | -9.6% | -27.2% |
| 1Y | -35.9% | -53.6% | +17.6% | -32.7% |
| 3Y | -1.9% | -11.0% | +9.0% | -5.0% |
| All | -1.9% | -9.6% | +7.7% | -5.0% |
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 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