+170.1%
KDP vs DLTR
+45.9%
+124.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.2% | -2.0% |
| 7D | -4.3% | -9.4% | +5.1% | -3.0% |
| 30D | +7.8% | -7.3% | +15.2% | +8.9% |
| 3M | -0.1% | +7.6% | -7.6% | -1.1% |
| 6M | +14.0% | +1.6% | +12.4% | +13.2% |
| YTD | +15.1% | -3.5% | +18.6% | +14.9% |
| 1Y | +18.5% | +20.0% | -1.5% | +14.6% |
| 3Y | +2.9% | +2.3% | +0.6% | +0.2% |
| 5Y | +3.0% | +31.5% | -28.6% | -6.9% |
| All | +170.1% | +45.9% | +124.2% | +128.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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