+43.4%
DLTR vs KIM
+32.5%
+10.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -10.1% | -1.7% | -8.3% | -9.7% |
| 30D | -8.1% | -3.0% | -5.2% | -7.4% |
| 3M | +2.9% | -8.9% | +11.7% | +5.4% |
| 6M | +4.3% | +2.4% | +2.0% | +3.7% |
| YTD | -3.9% | +18.3% | -22.3% | -8.1% |
| 1Y | +18.9% | +8.2% | +10.7% | +16.4% |
| 3Y | +1.9% | +44.0% | -42.1% | -7.9% |
| 5Y | +31.0% | +37.3% | -6.4% | +19.4% |
| All | +43.4% | +32.5% | +10.9% | +24.4% |
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