-12.9%
KMB vs DLTR
+27.2%
-40.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.6% | +0.4% | -3.7% |
| 7D | -8.6% | -10.2% | +1.6% | -7.7% |
| 30D | -7.5% | -8.5% | +1.0% | -6.8% |
| 3M | -0.6% | +5.6% | -6.2% | -1.1% |
| 6M | -1.5% | +2.2% | -3.7% | -2.0% |
| YTD | +1.6% | -3.8% | +5.4% | +1.5% |
| 1Y | -20.8% | +22.9% | -43.7% | -22.4% |
| 3Y | -12.4% | +2.0% | -14.4% | -13.4% |
| 5Y | -12.9% | +29.8% | -42.7% | -17.4% |
| All | -12.9% | +27.2% | -40.1% | -17.4% |
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