+16.2%
KDP vs DLTR
+12.1%
+4.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +2.9% |
| 7D | -0.8% | +5.3% | -6.1% | -1.4% |
| 30D | +9.7% | +13.4% | -3.7% | +8.1% |
| 3M | +17.6% | +6.6% | +11.0% | +16.6% |
| 6M | +25.8% | +59.1% | -33.3% | +19.5% |
| YTD | +33.9% | +12.3% | +21.6% | +31.5% |
| 1Y | +38.9% | +33.9% | +5.0% | +34.0% |
| 3Y | +26.8% | +23.0% | +3.8% | +23.3% |
| All | +16.2% | +12.1% | +4.1% | +12.6% |
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