+126.1%
KEY vs DLTR
+18.8%
+107.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.6% | -2.0% | +2.0% |
| 7D | -0.4% | -1.0% | +0.6% | -0.3% |
| 30D | +7.2% | +15.7% | -8.5% | +4.9% |
| 3M | -4.9% | +4.8% | -9.7% | -5.8% |
| 6M | +1.1% | +45.6% | -44.6% | -5.3% |
| YTD | +6.8% | +11.6% | -4.8% | +4.2% |
| 1Y | +23.3% | +29.8% | -6.5% | +16.9% |
| 3Y | +126.1% | +20.8% | +105.3% | +91.9% |
| All | +126.1% | +18.8% | +107.3% | +91.9% |
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