+43.5%
KDP vs TXG
+406.9%
-363.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.4% | +2.5% | +6.1% |
| 7D | +5.3% | -19.3% | +24.6% | +4.6% |
| 30D | +19.1% | -30.9% | +50.0% | +17.8% |
| 3M | +19.2% | +41.1% | -21.9% | +20.4% |
| 6M | +29.3% | +211.9% | -182.6% | +31.7% |
| YTD | +35.5% | +314.0% | -278.4% | +38.7% |
| 1Y | +43.5% | +405.4% | -361.9% | +47.9% |
| All | +43.5% | +406.9% | -363.4% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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