+165.8%
KR vs TXG
+27.0%
+138.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.3% | -0.6% | +2.8% |
| 7D | -0.2% | +9.5% | -9.7% | +0.1% |
| 30D | +5.1% | +18.8% | -13.7% | +5.6% |
| 3M | -8.2% | +136.1% | -144.3% | -5.7% |
| 6M | -18.0% | +235.2% | -253.2% | -15.0% |
| YTD | -4.8% | +320.5% | -325.3% | -0.8% |
| 1Y | -11.0% | +425.2% | -436.2% | -7.0% |
| 3Y | +37.7% | +42.9% | -5.2% | +43.9% |
| 5Y | +52.8% | -62.8% | +115.6% | +50.9% |
| All | +165.8% | +27.0% | +138.7% | +180.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling