-56.0%
KHC vs DLTR
+45.9%
-101.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -2.5% | -9.4% | +6.9% | -1.0% |
| 30D | +0.5% | -7.3% | +7.9% | +1.6% |
| 3M | +3.0% | +7.6% | -4.5% | +1.8% |
| 6M | +6.6% | +1.6% | +5.1% | +5.7% |
| YTD | +5.8% | -3.5% | +9.3% | +5.5% |
| 1Y | -2.2% | +20.0% | -22.3% | -6.1% |
| 3Y | -12.5% | +2.3% | -14.8% | -15.7% |
| 5Y | -13.6% | +31.5% | -45.1% | -25.1% |
| All | -56.0% | +45.9% | -101.9% | -64.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling