+4.4%
KDP vs DLTR
+1.6%
+2.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.1% | -1.0% |
| 7D | -1.6% | -10.2% | +8.7% | -0.6% |
| 30D | +9.5% | -8.5% | +18.0% | +10.3% |
| 3M | +2.6% | +5.6% | -2.9% | +2.2% |
| 6M | +15.6% | +2.2% | +13.4% | +15.3% |
| YTD | +17.3% | -3.8% | +21.1% | +17.4% |
| 1Y | +20.1% | +22.9% | -2.8% | +18.2% |
| All | +4.4% | +1.6% | +2.8% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling