+224.5%
KEEL vs DLTR
+1.4%
+223.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +3.9% |
| 7D | +2.9% | -10.1% | +13.0% | +4.7% |
| 30D | +0.8% | -8.1% | +9.0% | +2.0% |
| 3M | -35.3% | +2.9% | -38.2% | -36.7% |
| 6M | +59.4% | +4.3% | +55.0% | +54.1% |
| YTD | +51.9% | -3.9% | +55.8% | +50.1% |
| 1Y | +75.0% | +18.9% | +56.1% | +64.1% |
| 3Y | +224.5% | +1.9% | +222.6% | +231.3% |
| All | +224.5% | +1.4% | +223.1% | +231.3% |
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