+1,052.7%
KEYS vs DLTR
+109.1%
+943.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +0.9% | -9.4% | +10.4% | +2.7% |
| 30D | -5.3% | -7.3% | +2.1% | -4.1% |
| 3M | +0.5% | +7.6% | -7.1% | -1.5% |
| 6M | +14.0% | +1.6% | +12.5% | +12.2% |
| YTD | +60.3% | -3.5% | +63.8% | +59.1% |
| 1Y | +91.3% | +20.0% | +71.3% | +81.2% |
| 3Y | +146.1% | +2.3% | +143.9% | +134.2% |
| 5Y | +80.8% | +31.5% | +49.2% | +58.6% |
| 10Y | +1,002.8% | +45.4% | +957.4% | +794.5% |
| All | +1,052.7% | +109.1% | +943.6% | +737.4% |
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