+10,513.3%
DLTR vs KIM
+1,285.4%
+9,227.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -5.8% |
| 7D | -5.8% | -0.3% | -5.5% | -5.8% |
| 30D | -5.2% | -1.7% | -3.5% | -4.8% |
| 3M | +15.2% | -0.8% | +16.0% | +15.5% |
| 6M | +7.1% | +4.4% | +2.7% | +6.1% |
| YTD | +0.8% | +21.2% | -20.4% | -3.6% |
| 1Y | +24.8% | +10.5% | +14.2% | +21.9% |
| 3Y | +6.9% | +47.5% | -40.6% | -2.8% |
| 5Y | +33.2% | +37.1% | -3.8% | +22.5% |
| 10Y | +51.6% | +29.5% | +22.1% | +31.4% |
| All | +10,513.3% | +1,285.4% | +9,227.9% | +3,422.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling