-11.7%
KR vs TXG
+372.5%
-384.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | 0.0% |
| 7D | +1.5% | +1.8% | -0.3% | +1.7% |
| 30D | +4.1% | +32.0% | -27.9% | +7.6% |
| 3M | -5.2% | +87.0% | -92.2% | +2.5% |
| 6M | -12.8% | +180.1% | -192.8% | -1.0% |
| YTD | -4.6% | +284.1% | -288.7% | +11.6% |
| 1Y | -11.7% | +361.7% | -373.4% | +3.2% |
| All | -11.7% | +372.5% | -384.2% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling