+48.8%
KR vs TXT
+10.7%
+38.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | -2.7% | -0.2% | -2.5% | -2.6% |
| 30D | +1.9% | -10.2% | +12.2% | +3.1% |
| 3M | -11.0% | -13.3% | +2.2% | -9.8% |
| 6M | -20.2% | -14.4% | -5.9% | -19.1% |
| YTD | -7.3% | -9.1% | +1.8% | -6.8% |
| 1Y | -13.1% | -2.2% | -11.0% | -13.5% |
| 3Y | +29.7% | +5.1% | +24.7% | +26.4% |
| 5Y | +48.8% | +12.8% | +35.9% | +39.1% |
| All | +48.8% | +10.7% | +38.0% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling