+5.1%
KDP vs DLTR
+34.4%
-29.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.5% | +0.5% |
| 7D | +2.1% | -5.8% | +7.9% | +2.7% |
| 30D | +8.5% | -5.2% | +13.7% | +9.0% |
| 3M | +6.6% | +15.2% | -8.6% | +5.1% |
| 6M | +17.1% | +7.1% | +9.9% | +15.9% |
| YTD | +19.0% | +0.8% | +18.2% | +18.5% |
| 1Y | +21.8% | +24.8% | -3.0% | +18.6% |
| 3Y | +6.4% | +6.9% | -0.5% | +5.0% |
| 5Y | +5.1% | +33.2% | -28.1% | +1.5% |
| All | +5.1% | +34.4% | -29.2% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling