+5.0%
KDP vs TXG
-63.6%
+68.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.5% |
| 7D | -1.6% | +9.1% | -10.7% | -1.8% |
| 30D | +9.5% | +14.9% | -5.4% | +9.0% |
| 3M | +2.6% | +120.0% | -117.3% | +0.1% |
| 6M | +15.6% | +221.8% | -206.2% | +11.1% |
| YTD | +17.3% | +312.6% | -295.2% | +11.7% |
| 1Y | +20.1% | +398.4% | -378.3% | +13.2% |
| 3Y | +4.9% | +42.1% | -37.2% | +2.4% |
| 5Y | +5.0% | -63.5% | +68.5% | +4.8% |
| All | +5.0% | -63.6% | +68.6% | +4.8% |
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