+13.8%
KMB vs DLTR
+45.9%
-32.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.2% |
| 7D | -7.7% | -9.4% | +1.8% | -6.6% |
| 30D | -8.2% | -7.3% | -0.9% | -7.4% |
| 3M | -1.9% | +7.6% | -9.4% | -2.8% |
| 6M | -0.7% | +1.6% | -2.2% | -1.3% |
| YTD | +1.4% | -3.5% | +4.9% | +1.2% |
| 1Y | -19.1% | +20.0% | -39.2% | -21.5% |
| 3Y | -12.6% | +2.3% | -14.9% | -14.8% |
| 5Y | -12.7% | +31.5% | -44.2% | -20.1% |
| All | +13.8% | +45.9% | -32.0% | -0.7% |
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 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