+79.3%
KGC vs DLTR
+12,235.8%
-12,156.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.3% |
| 7D | -6.7% | +5.3% | -11.9% | -6.8% |
| 30D | -6.7% | +13.4% | -20.1% | -7.0% |
| 3M | -22.6% | +6.6% | -29.2% | -22.7% |
| 6M | -33.4% | +59.1% | -92.5% | -34.3% |
| YTD | -26.0% | +12.3% | -38.2% | -26.4% |
| 1Y | -18.3% | +33.9% | -52.2% | -19.0% |
| 3Y | +315.8% | +23.0% | +292.8% | +310.9% |
| 5Y | +225.7% | +22.1% | +203.6% | +222.1% |
| 10Y | +610.5% | +77.5% | +533.0% | +598.6% |
| All | +79.3% | +12,235.8% | -12,156.5% | +52.8% |
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 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