-45.3%
KEEL vs DLTR
+45.2%
-90.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +9.6% | -13.8% | -4.1% |
| 7D | -13.6% | +15.6% | -29.2% | -14.1% |
| 30D | -39.1% | +29.9% | -69.0% | -40.2% |
| 3M | -48.9% | +12.5% | -61.4% | -49.0% |
| 6M | -35.4% | +56.3% | -91.7% | -44.7% |
| YTD | -10.6% | +19.5% | -30.1% | -12.3% |
| 1Y | -45.3% | +44.0% | -89.3% | -54.8% |
| All | -45.3% | +45.2% | -90.5% | -54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling