+20.4%
KWEB vs DLTR
+119.6%
-99.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | -5.6% | -10.1% | +4.5% | -3.9% |
| 30D | -10.7% | -8.1% | -2.6% | -9.5% |
| 3M | -7.4% | +2.9% | -10.3% | -8.0% |
| 6M | -19.3% | +4.3% | -23.7% | -20.5% |
| YTD | -27.8% | -3.9% | -23.8% | -27.9% |
| 1Y | -35.9% | +18.9% | -54.8% | -38.6% |
| 3Y | -1.9% | +1.9% | -3.8% | -6.1% |
| 5Y | -43.2% | +31.0% | -74.2% | -50.0% |
| 10Y | -21.2% | +44.8% | -65.9% | -37.1% |
| All | +20.4% | +119.6% | -99.2% | -21.2% |
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 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