+35.8%
KNX vs DLTR
+1.4%
+34.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -5.6% | -10.1% | +4.5% | -3.6% |
| 30D | -4.4% | -8.1% | +3.7% | -3.0% |
| 3M | -17.3% | +2.9% | -20.2% | -18.1% |
| 6M | +22.6% | +4.3% | +18.3% | +20.2% |
| YTD | +31.1% | -3.9% | +35.1% | +30.4% |
| 1Y | +60.2% | +18.9% | +41.3% | +52.5% |
| 3Y | +35.8% | +1.9% | +33.8% | +30.2% |
| All | +35.8% | +1.4% | +34.3% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling