+1,068.8%
KMB vs DLTR
+11,640.8%
-10,572.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | -3.0% | +2.5% | -5.5% | -3.3% |
| 30D | -5.5% | +2.1% | -7.5% | -5.7% |
| 3M | +14.0% | +20.3% | -6.3% | +11.8% |
| 6M | +4.1% | +11.5% | -7.4% | +2.5% |
| YTD | +8.0% | +6.8% | +1.2% | +6.8% |
| 1Y | -13.7% | +31.1% | -44.8% | -16.7% |
| 3Y | -5.9% | +10.7% | -16.6% | -9.1% |
| 5Y | -8.6% | +41.6% | -50.2% | -15.2% |
| 10Y | +17.3% | +58.1% | -40.9% | +5.2% |
| All | +1,068.8% | +11,640.8% | -10,572.1% | +594.6% |
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