+6.2%
DLTR vs KVYO
-55.5%
+61.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.5% |
| 7D | -10.1% | -12.1% | +2.0% | -9.3% |
| 30D | -8.1% | -5.2% | -3.0% | -7.9% |
| 3M | +2.9% | +14.5% | -11.6% | +1.7% |
| 6M | +4.3% | -17.6% | +22.0% | +3.8% |
| YTD | -3.9% | -49.6% | +45.7% | -0.9% |
| 1Y | +18.9% | -48.6% | +67.4% | +21.8% |
| All | +6.2% | -55.5% | +61.7% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KVYO.
Daily Out/Under-Performance
Portfolio return minus KVYO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVYO 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 KVYO 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