+229.2%
KGC vs TXT
+2,193.3%
-1,964.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.0% | +5.0% | +3.2% |
| 7D | +10.5% | -2.5% | +13.0% | +10.8% |
| 30D | -4.1% | +14.4% | -18.4% | -5.6% |
| 3M | -13.1% | -4.9% | -8.2% | -12.8% |
| 6M | -27.5% | -10.2% | -17.3% | -26.8% |
| YTD | -20.7% | -4.1% | -16.6% | -20.5% |
| 1Y | -6.1% | +4.0% | -10.0% | -6.6% |
| 3Y | +318.6% | +8.0% | +310.7% | +312.0% |
| 5Y | +289.9% | +8.4% | +281.5% | +282.0% |
| 10Y | +501.8% | +116.6% | +385.2% | +435.5% |
| All | +229.2% | +2,193.3% | -1,964.1% | +95.3% |
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