+81.6%
KO vs DLTR
+30.9%
+50.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -1.1% | -9.4% | +8.3% | -0.4% |
| 30D | +1.6% | -7.3% | +8.9% | +2.1% |
| 3M | +5.8% | +7.6% | -1.8% | +5.3% |
| 6M | +14.3% | +1.6% | +12.7% | +14.0% |
| YTD | +27.3% | -3.5% | +30.8% | +27.3% |
| 1Y | +33.2% | +20.0% | +13.1% | +31.1% |
| 3Y | +64.5% | +2.3% | +62.2% | +63.1% |
| All | +81.6% | +30.9% | +50.7% | +80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling