+166.6%
KGC vs DLTR
+11,640.8%
-11,474.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.3% |
| 7D | -1.3% | +2.5% | -3.7% | -1.3% |
| 30D | +20.3% | +2.1% | +18.2% | +20.2% |
| 3M | +8.1% | +20.3% | -12.2% | +7.5% |
| 6M | -8.8% | +11.5% | -20.3% | -9.1% |
| YTD | +10.1% | +6.8% | +3.2% | +9.7% |
| 1Y | +44.2% | +31.1% | +13.1% | +43.0% |
| 3Y | +533.0% | +10.7% | +522.3% | +527.3% |
| 5Y | +443.0% | +41.6% | +401.4% | +436.5% |
| 10Y | +678.6% | +58.1% | +620.4% | +667.1% |
| All | +166.6% | +11,640.8% | -11,474.2% | +127.6% |
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