+377.7%
KEY vs DLTR
+11,640.8%
-11,263.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +2.2% | +2.5% | -0.3% | +1.6% |
| 30D | -3.0% | +2.1% | -5.1% | -3.6% |
| 3M | +3.3% | +20.3% | -16.9% | -1.1% |
| 6M | +9.2% | +11.5% | -2.3% | +5.3% |
| YTD | +10.6% | +6.8% | +3.8% | +7.5% |
| 1Y | +20.4% | +31.1% | -10.7% | +11.4% |
| 3Y | +121.8% | +10.7% | +111.2% | +106.8% |
| 5Y | +41.1% | +41.6% | -0.5% | +21.6% |
| 10Y | +168.5% | +58.1% | +110.4% | +120.0% |
| All | +377.7% | +11,640.8% | -11,263.2% | +102.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling