+229.6%
KDP vs TXT
+112.2%
+117.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.4% |
| 7D | +2.2% | -2.5% | +4.7% | +2.6% |
| 30D | +19.9% | +14.4% | +5.5% | +17.3% |
| 3M | +21.5% | -4.9% | +26.4% | +22.3% |
| 6M | +30.1% | -10.2% | +40.3% | +31.9% |
| YTD | +34.9% | -4.1% | +39.0% | +35.1% |
| 1Y | +43.4% | +4.0% | +39.4% | +41.7% |
| 3Y | +29.1% | +8.0% | +21.1% | +25.3% |
| 5Y | +15.0% | +8.4% | +6.6% | +10.3% |
| All | +229.6% | +112.2% | +117.5% | +208.2% |
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