+585.5%
KGC vs TXT
+90.9%
+494.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -3.3% |
| 7D | -4.1% | -1.1% | -3.0% | -4.0% |
| 30D | -11.6% | +13.3% | -24.9% | -13.3% |
| 3M | -24.5% | -5.1% | -19.4% | -24.2% |
| 6M | -34.6% | -7.1% | -27.4% | -34.0% |
| YTD | -26.2% | -3.2% | -22.9% | -26.0% |
| 1Y | -20.1% | +2.3% | -22.4% | -20.5% |
| 3Y | +312.4% | +11.1% | +301.3% | +303.3% |
| 5Y | +224.9% | +10.0% | +214.9% | +214.4% |
| All | +585.5% | +90.9% | +494.6% | +562.8% |
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