+651.4%
KKR vs TXT
+89.4%
+562.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.3% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +14.5% | +13.3% | +1.2% | +5.8% |
| 3M | -15.0% | -5.0% | -10.0% | -12.7% |
| 6M | +1.0% | -8.4% | +9.4% | +5.3% |
| YTD | -22.6% | -4.0% | -18.7% | -22.6% |
| 1Y | -18.2% | +2.8% | -21.0% | -21.6% |
| 3Y | +56.4% | +10.3% | +46.1% | +43.1% |
| 5Y | +29.6% | +9.2% | +20.4% | +19.0% |
| All | +651.4% | +89.4% | +562.0% | +361.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling