+256.4%
KDP vs TXT
+103.6%
+152.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.5% |
| 7D | +8.2% | -1.1% | +9.3% | +8.4% |
| 30D | +18.4% | +17.1% | +1.3% | +15.3% |
| 3M | +29.2% | -2.6% | +31.9% | +29.6% |
| 6M | +32.3% | -4.6% | +36.8% | +32.8% |
| YTD | +38.5% | -0.3% | +38.8% | +37.8% |
| 1Y | +48.5% | +5.9% | +42.6% | +46.3% |
| 3Y | +32.5% | +14.4% | +18.1% | +27.3% |
| 5Y | +19.7% | +15.9% | +3.8% | +13.5% |
| 10Y | +256.4% | +99.6% | +156.8% | +197.2% |
| All | +256.4% | +103.6% | +152.7% | +197.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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