+318.6%
KGC vs TXT
+7.8%
+310.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.0% | +5.0% | +3.4% |
| 7D | +10.5% | -2.5% | +13.0% | +11.0% |
| 30D | -4.1% | +14.4% | -18.4% | -7.0% |
| 3M | -13.1% | -4.9% | -8.2% | -12.2% |
| 6M | -27.5% | -10.2% | -17.3% | -25.9% |
| YTD | -20.7% | -4.1% | -16.6% | -19.9% |
| 1Y | -6.1% | +4.0% | -10.0% | -6.1% |
| 3Y | +318.6% | +8.0% | +310.7% | +301.8% |
| All | +318.6% | +7.8% | +310.8% | +301.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling