+16.2%
KDP vs TXG
-65.2%
+81.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.6% |
| 7D | -0.8% | -1.8% | +1.0% | -0.8% |
| 30D | +9.7% | -20.4% | +30.1% | +10.1% |
| 3M | +17.6% | +0.1% | +17.6% | +17.1% |
| 6M | +25.8% | +176.2% | -150.4% | +21.1% |
| YTD | +33.9% | +256.8% | -222.9% | +27.5% |
| 1Y | +38.9% | +255.9% | -217.0% | +32.1% |
| 3Y | +26.8% | +60.2% | -33.4% | +22.5% |
| All | +16.2% | -65.2% | +81.4% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling