+538.5%
KGC vs TXT
+115.3%
+423.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +2.5% |
| 7D | +11.1% | -3.5% | +14.7% | +11.6% |
| 30D | -3.7% | +15.2% | -18.9% | -5.7% |
| 3M | -17.2% | -4.5% | -12.7% | -16.9% |
| 6M | -27.3% | -6.1% | -21.2% | -26.8% |
| YTD | -18.5% | -2.0% | -16.6% | -18.5% |
| 1Y | -5.7% | +4.2% | -9.9% | -6.3% |
| 3Y | +336.5% | +14.4% | +322.1% | +325.7% |
| 5Y | +298.7% | +12.3% | +286.4% | +285.4% |
| 10Y | +538.5% | +101.8% | +436.7% | +604.1% |
| All | +538.5% | +115.3% | +423.2% | +604.1% |
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