+133.4%
KR vs TXT
+107.7%
+25.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.3% | +0.4% | +2.5% |
| 7D | -0.2% | +2.5% | -2.6% | -0.4% |
| 30D | +5.1% | -8.9% | +13.9% | +6.1% |
| 3M | -8.2% | -13.6% | +5.4% | -6.8% |
| 6M | -18.0% | -13.1% | -4.9% | -16.9% |
| YTD | -4.8% | -7.0% | +2.2% | -4.4% |
| 1Y | -11.0% | -1.4% | -9.6% | -11.3% |
| 3Y | +37.7% | +7.0% | +30.7% | +34.9% |
| 5Y | +52.8% | +15.4% | +37.4% | +47.0% |
| All | +133.4% | +107.7% | +25.6% | +101.3% |
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