+463.0%
KGC vs TXT
+10.4%
+452.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -1.3% | -4.8% | +3.5% | +0.2% |
| 30D | +20.3% | -10.6% | +30.9% | +24.2% |
| 3M | +8.1% | -13.2% | +21.3% | +12.6% |
| 6M | -8.8% | -20.3% | +11.6% | -2.8% |
| YTD | +10.1% | -9.3% | +19.3% | +12.9% |
| 1Y | +44.2% | -2.7% | +46.9% | +44.9% |
| 3Y | +533.0% | +1.4% | +531.6% | +511.4% |
| All | +463.0% | +10.4% | +452.6% | +412.7% |
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