-44.2%
KWEB vs DUOL
+2.7%
-46.9%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.6% | -2.3% |
| 7D | -4.3% | -8.6% | +4.3% | -2.6% |
| 30D | -13.0% | +7.2% | -20.2% | -14.6% |
| 3M | -7.6% | +19.1% | -26.6% | -12.0% |
| 6M | -21.1% | +52.5% | -73.6% | -29.5% |
| YTD | -28.2% | -17.3% | -10.9% | -27.1% |
| 1Y | -34.9% | -49.2% | +14.4% | -27.5% |
| 3Y | -0.8% | -7.3% | +6.5% | -18.2% |
| 5Y | -43.6% | -16.3% | -27.3% | -62.2% |
| All | -44.2% | +2.7% | -46.9% | -65.1% |
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