+40.1%
KDP vs TXG
+16.0%
+24.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | +1.3% | +1.8% | -0.5% | +1.2% |
| 30D | +6.0% | +32.0% | -26.0% | +4.9% |
| 3M | +9.2% | +87.0% | -77.8% | +6.5% |
| 6M | +14.7% | +180.1% | -165.4% | +9.9% |
| YTD | +19.2% | +284.1% | -264.9% | +12.6% |
| 1Y | +15.2% | +361.7% | -346.5% | +7.6% |
| 3Y | +6.0% | +15.9% | -9.9% | +3.6% |
| 5Y | +5.4% | -66.2% | +71.6% | +6.9% |
| All | +40.1% | +16.0% | +24.1% | +24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling