+57.4%
KDP vs TXG
+7.8%
+49.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.6% |
| 7D | -0.8% | -1.8% | +1.0% | -0.7% |
| 30D | +9.7% | -20.4% | +30.1% | +10.2% |
| 3M | +17.6% | +0.1% | +17.6% | +17.0% |
| 6M | +25.8% | +176.2% | -150.4% | +20.2% |
| YTD | +33.9% | +256.8% | -222.9% | +26.2% |
| 1Y | +38.9% | +255.9% | -217.0% | +30.8% |
| 3Y | +26.8% | +60.2% | -33.4% | +21.5% |
| 5Y | +16.3% | -65.1% | +81.4% | +17.2% |
| All | +57.4% | +7.8% | +49.6% | +39.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling