+34.4%
KGC vs TXT
-2.3%
+36.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.5% |
| 7D | +2.4% | -0.2% | +2.7% | +2.5% |
| 30D | +9.2% | -11.1% | +20.3% | +14.1% |
| 3M | +16.7% | -13.0% | +29.7% | +22.9% |
| 6M | -7.0% | -16.2% | +9.2% | -2.0% |
| YTD | +7.5% | -8.7% | +16.2% | +11.0% |
| 1Y | +34.4% | -3.8% | +38.1% | +39.1% |
| All | +34.4% | -2.3% | +36.6% | +39.1% |
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 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