-33.9%
KWEB vs DLTR
+45.2%
-79.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +9.6% | -5.2% | +3.4% |
| 7D | +5.8% | +15.6% | -9.8% | +4.2% |
| 30D | -1.0% | +29.9% | -30.8% | -3.6% |
| 3M | -15.8% | +12.5% | -28.3% | -17.0% |
| 6M | -14.9% | +56.3% | -71.2% | -18.2% |
| YTD | -28.6% | +19.5% | -48.1% | -28.1% |
| 1Y | -33.9% | +44.0% | -77.9% | -34.2% |
| All | -33.9% | +45.2% | -79.2% | -34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling