+361.1%
KEY vs DLTR
+12,159.9%
-11,798.8%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.6% | -2.0% | +1.7% |
| 7D | -0.4% | -1.0% | +0.6% | -0.3% |
| 30D | +7.2% | +15.7% | -8.5% | +3.6% |
| 3M | -4.9% | +4.8% | -9.7% | -6.3% |
| 6M | +1.1% | +45.6% | -44.6% | -8.1% |
| YTD | +6.8% | +11.6% | -4.8% | +2.4% |
| 1Y | +23.3% | +29.8% | -6.5% | +14.1% |
| 3Y | +126.1% | +20.8% | +105.3% | +105.8% |
| 5Y | +15.2% | +23.5% | -8.3% | +2.3% |
| 10Y | +113.6% | +80.5% | +33.1% | +69.9% |
| All | +361.1% | +12,159.9% | -11,798.8% | +93.0% |
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 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