+76.3%
DLTR vs KIM
+63.6%
+12.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.6% | -2.4% |
| 7D | +5.3% | +0.1% | +5.2% | +5.3% |
| 30D | +13.4% | +14.1% | -0.7% | +9.6% |
| 3M | +6.6% | +6.0% | +0.6% | +5.1% |
| 6M | +59.1% | +13.2% | +45.8% | +54.1% |
| YTD | +12.3% | +30.4% | -18.1% | +4.8% |
| 1Y | +33.9% | +31.0% | +2.8% | +24.8% |
| 3Y | +23.0% | +67.6% | -44.6% | +7.1% |
| 5Y | +22.1% | +35.8% | -13.7% | +11.1% |
| All | +76.3% | +63.6% | +12.7% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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