+31.5%
DLTR vs KIM
+35.1%
-3.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | -9.4% | -1.5% | -8.0% | -8.9% |
| 30D | -7.3% | -1.7% | -5.7% | -6.6% |
| 3M | +7.6% | -7.1% | +14.7% | +11.1% |
| 6M | +1.6% | +2.9% | -1.3% | +0.4% |
| YTD | -3.5% | +18.8% | -22.4% | -10.4% |
| 1Y | +20.0% | +9.4% | +10.6% | +15.4% |
| 3Y | +2.3% | +44.6% | -42.3% | -14.3% |
| 5Y | +31.5% | +37.9% | -6.4% | +11.2% |
| All | +31.5% | +35.1% | -3.5% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling