+1,302.4%
KO vs DLTR
+10,500.9%
-9,198.5%
-55.0%
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 | -1.1% | -9.4% | +8.3% | -0.1% |
| 30D | +1.6% | -7.3% | +8.9% | +2.3% |
| 3M | +5.8% | +7.6% | -1.8% | +4.8% |
| 6M | +14.3% | +1.6% | +12.7% | +13.6% |
| YTD | +27.3% | -3.5% | +30.8% | +27.1% |
| 1Y | +33.2% | +20.0% | +13.1% | +29.6% |
| 3Y | +64.5% | +2.3% | +62.2% | +59.8% |
| 5Y | +83.1% | +31.5% | +51.6% | +70.6% |
| 10Y | +183.9% | +45.4% | +138.6% | +155.3% |
| All | +1,302.4% | +10,500.9% | -9,198.5% | +734.7% |
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