+451.7%
KGC vs DLTR
+29.9%
+421.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.3% |
| 7D | -8.4% | -9.4% | +1.0% | -7.6% |
| 30D | +6.3% | -7.3% | +13.7% | +7.0% |
| 3M | +22.4% | +7.6% | +14.9% | +21.2% |
| 6M | -11.4% | +1.6% | -13.0% | -12.1% |
| YTD | +3.1% | -3.5% | +6.7% | +2.6% |
| 1Y | +26.6% | +20.0% | +6.6% | +23.4% |
| 3Y | +525.6% | +2.3% | +523.3% | +509.3% |
| 5Y | +451.7% | +31.5% | +420.1% | +473.7% |
| All | +451.7% | +29.9% | +421.8% | +473.7% |
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