+286.2%
KGC vs TXT
+7.8%
+278.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.0% | +5.0% | +3.6% |
| 7D | +10.5% | -2.5% | +13.0% | +11.2% |
| 30D | -4.1% | +14.4% | -18.4% | -8.2% |
| 3M | -13.1% | -4.9% | -8.2% | -12.1% |
| 6M | -27.5% | -10.2% | -17.3% | -25.5% |
| YTD | -20.7% | -4.1% | -16.6% | -20.2% |
| 1Y | -6.1% | +4.0% | -10.0% | -7.6% |
| 3Y | +318.6% | +8.0% | +310.7% | +294.6% |
| All | +286.2% | +7.8% | +278.5% | +246.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling