+696.7%
KKR vs TXT
+107.7%
+589.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -1.2% |
| 7D | -6.2% | +2.4% | -8.6% | -7.5% |
| 30D | -8.9% | -8.9% | 0.0% | -3.7% |
| 3M | +6.3% | -13.6% | +19.8% | +15.3% |
| 6M | +16.5% | -13.1% | +29.6% | +25.2% |
| YTD | -20.3% | -7.0% | -13.2% | -18.3% |
| 1Y | -29.8% | -1.4% | -28.4% | -30.7% |
| 3Y | +63.2% | +6.9% | +56.3% | +52.7% |
| 5Y | +68.0% | +15.4% | +52.6% | +50.6% |
| All | +696.7% | +107.7% | +589.0% | +401.0% |
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