+2.1%
DLTR vs KIM
+45.1%
-43.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.2% |
| 7D | -10.2% | -1.0% | -9.3% | -9.9% |
| 30D | -8.5% | -1.1% | -7.4% | -8.1% |
| 3M | +5.6% | -5.3% | +10.9% | +7.9% |
| 6M | +2.2% | +3.9% | -1.7% | +0.8% |
| YTD | -3.8% | +20.3% | -24.0% | -10.3% |
| 1Y | +22.9% | +10.4% | +12.5% | +18.1% |
| All | +2.1% | +45.1% | -43.0% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling