+1,584.4%
KKR vs TXT
+371.8%
+1,212.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.4% |
| 3M | -15.0% | -5.0% | -10.0% | -12.9% |
| 6M | +1.0% | -8.4% | +9.4% | +5.1% |
| YTD | -22.6% | -4.0% | -18.7% | -22.5% |
| 1Y | -18.2% | +2.8% | -21.0% | -21.2% |
| 3Y | +56.4% | +10.3% | +46.1% | +44.6% |
| 5Y | +29.6% | +9.2% | +20.4% | +20.8% |
| 10Y | +671.3% | +89.6% | +581.7% | +386.4% |
| All | +1,584.4% | +371.8% | +1,212.5% | +522.6% |
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