+90.1%
KEYS vs DLTR
+30.4%
+59.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.0% |
| 7D | +3.5% | -10.1% | +13.6% | +5.1% |
| 30D | -4.5% | -8.1% | +3.6% | -3.5% |
| 3M | -0.4% | +2.9% | -3.3% | -1.5% |
| 6M | +19.1% | +4.3% | +14.8% | +17.1% |
| YTD | +66.7% | -3.9% | +70.6% | +66.0% |
| 1Y | +96.5% | +18.9% | +77.6% | +87.8% |
| 3Y | +155.2% | +1.9% | +153.2% | +145.3% |
| All | +90.1% | +30.4% | +59.7% | +83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling