+357.0%
KGC vs TXT
+2,070.1%
-1,713.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -1.3% | -4.8% | +3.5% | -0.8% |
| 30D | +20.3% | -10.6% | +30.9% | +21.7% |
| 3M | +8.1% | -13.2% | +21.3% | +9.7% |
| 6M | -8.8% | -20.3% | +11.6% | -6.5% |
| YTD | +10.1% | -9.3% | +19.3% | +11.1% |
| 1Y | +44.2% | -2.7% | +46.9% | +44.5% |
| 3Y | +533.0% | +1.4% | +531.6% | +528.0% |
| 5Y | +443.0% | +9.6% | +433.4% | +432.5% |
| 10Y | +678.6% | +94.9% | +583.7% | +601.5% |
| All | +357.0% | +2,070.1% | -1,713.0% | +173.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling