+239.3%
KDP vs TXT
+115.3%
+123.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.5% |
| 7D | +0.3% | -3.5% | +3.9% | +0.9% |
| 30D | +16.3% | +15.2% | +1.1% | +13.6% |
| 3M | +24.0% | -4.5% | +28.5% | +24.7% |
| 6M | +30.0% | -6.1% | +36.1% | +30.8% |
| YTD | +36.1% | -2.0% | +38.0% | +35.8% |
| 1Y | +46.8% | +4.2% | +42.6% | +45.0% |
| 3Y | +30.5% | +14.4% | +16.1% | +25.4% |
| 5Y | +17.9% | +12.3% | +5.6% | +12.4% |
| 10Y | +239.3% | +101.8% | +137.4% | +195.3% |
| All | +239.3% | +115.3% | +123.9% | +195.3% |
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