+37.7%
KR vs DLTR
+1.4%
+36.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.7% |
| 7D | -0.2% | -10.1% | +9.9% | +0.5% |
| 30D | +5.1% | -8.1% | +13.2% | +5.6% |
| 3M | -8.2% | +2.9% | -11.0% | -8.1% |
| 6M | -18.0% | +4.3% | -22.3% | -18.1% |
| YTD | -4.8% | -3.9% | -0.8% | -4.4% |
| 1Y | -11.0% | +18.9% | -29.9% | -11.9% |
| 3Y | +37.7% | +1.9% | +35.7% | +34.3% |
| All | +37.7% | +1.4% | +36.3% | +34.3% |
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