+239.1%
KDP vs TXT
+90.9%
+148.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.9% | -5.5% | -7.1% |
| 7D | -4.0% | -1.1% | -2.9% | -3.8% |
| 30D | +8.5% | +13.3% | -4.8% | +6.2% |
| 3M | +20.7% | -5.1% | +25.8% | +21.5% |
| 6M | +23.2% | -7.1% | +30.3% | +24.2% |
| YTD | +30.5% | -3.2% | +33.7% | +30.5% |
| 1Y | +35.9% | +2.3% | +33.6% | +34.6% |
| 3Y | +24.8% | +11.1% | +13.7% | +20.5% |
| 5Y | +13.4% | +10.0% | +3.4% | +8.4% |
| All | +239.1% | +90.9% | +148.2% | +182.4% |
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