+1,018.0%
KEYS vs DLTR
+45.3%
+972.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.1% |
| 7D | +3.5% | -10.1% | +13.6% | +5.5% |
| 30D | -4.5% | -8.1% | +3.6% | -3.2% |
| 3M | -0.4% | +2.9% | -3.3% | -1.6% |
| 6M | +19.1% | +4.3% | +14.8% | +16.6% |
| YTD | +66.7% | -3.9% | +70.6% | +65.6% |
| 1Y | +96.5% | +18.9% | +77.6% | +86.3% |
| 3Y | +155.2% | +1.9% | +153.2% | +143.0% |
| 5Y | +88.0% | +31.0% | +57.0% | +64.5% |
| All | +1,018.0% | +45.3% | +972.7% | +800.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling