+177.6%
KEEL vs DLTR
+29.2%
+148.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.5% |
| 7D | +7.8% | +2.5% | +5.3% | +7.1% |
| 30D | -11.7% | +2.1% | -13.8% | -12.4% |
| 3M | -41.5% | +20.3% | -61.8% | -46.0% |
| 6M | +54.9% | +11.5% | +43.4% | +48.2% |
| YTD | +47.7% | +6.8% | +40.8% | +45.2% |
| 1Y | +177.6% | +31.1% | +146.5% | +104.0% |
| All | +177.6% | +29.2% | +148.4% | +104.0% |
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