-4.3%
KGC vs TXT
+9.2%
-13.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.3% | +8.7% | +7.9% |
| 7D | -6.8% | +10.6% | -17.4% | -10.0% |
| 30D | -9.2% | +14.4% | -23.5% | -13.7% |
| 3M | -9.1% | -2.7% | -6.4% | -7.3% |
| 6M | -25.7% | -4.7% | -21.0% | -23.4% |
| YTD | -23.6% | -0.5% | -23.1% | -25.5% |
| 1Y | -4.3% | +8.7% | -13.0% | -12.4% |
| All | -4.3% | +9.2% | -13.5% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling