+129.5%
KMI vs DLTR
+45.3%
+84.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.7% | -10.1% | +8.4% | -0.1% |
| 30D | -2.7% | -8.1% | +5.4% | -1.6% |
| 3M | -0.7% | +2.9% | -3.5% | -1.5% |
| 6M | -5.0% | +4.3% | -9.3% | -6.5% |
| YTD | +15.5% | -3.9% | +19.4% | +14.8% |
| 1Y | +16.4% | +18.9% | -2.5% | +11.0% |
| 3Y | +114.2% | +1.9% | +112.2% | +105.4% |
| 5Y | +153.3% | +31.0% | +122.3% | +116.9% |
| All | +129.5% | +45.3% | +84.2% | +79.4% |
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 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