+4,923.5%
KNX vs DLTR
+10,500.9%
-5,577.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -0.5% | -9.4% | +9.0% | +1.3% |
| 30D | +1.0% | -7.3% | +8.4% | +2.3% |
| 3M | -12.6% | +7.6% | -20.2% | -14.0% |
| 6M | +21.1% | +1.6% | +19.5% | +19.9% |
| YTD | +33.2% | -3.5% | +36.7% | +32.9% |
| 1Y | +67.8% | +20.0% | +47.7% | +60.6% |
| 3Y | +37.3% | +2.3% | +35.0% | +32.0% |
| 5Y | +41.1% | +31.5% | +9.5% | +27.2% |
| 10Y | +170.6% | +45.4% | +125.2% | +132.7% |
| All | +4,923.5% | +10,500.9% | -5,577.4% | +2,719.8% |
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