+1,118.5%
KMB vs DLTR
+12,235.8%
-11,117.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.3% | +2.3% |
| 7D | +0.9% | +5.3% | -4.4% | +0.4% |
| 30D | +10.1% | +13.4% | -3.3% | +8.6% |
| 3M | 0.0% | +6.6% | -6.6% | -0.7% |
| 6M | +15.7% | +59.1% | -43.4% | +9.9% |
| YTD | +12.6% | +12.3% | +0.4% | +10.6% |
| 1Y | +10.1% | +33.9% | -23.7% | +6.2% |
| 3Y | +2.1% | +23.0% | -20.9% | -2.5% |
| 5Y | -0.7% | +22.1% | -22.8% | -6.3% |
| 10Y | +38.5% | +77.5% | -39.0% | +22.7% |
| All | +1,118.5% | +12,235.8% | -11,117.3% | +619.7% |
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 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