+658.7%
KGC vs TXT
+98.4%
+560.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.4% |
| 7D | +2.4% | -0.2% | +2.7% | +2.5% |
| 30D | +9.2% | -11.1% | +20.3% | +10.9% |
| 3M | +16.7% | -13.0% | +29.7% | +18.9% |
| 6M | -7.0% | -16.2% | +9.2% | -4.8% |
| YTD | +7.5% | -8.7% | +16.2% | +8.8% |
| 1Y | +34.4% | -3.8% | +38.1% | +35.0% |
| 3Y | +552.0% | +5.5% | +546.4% | +543.0% |
| 5Y | +454.5% | +12.3% | +442.2% | +439.3% |
| 10Y | +658.7% | +97.4% | +561.3% | +585.6% |
| All | +658.7% | +98.4% | +560.3% | +585.6% |
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