+4,200.1%
KR vs TXT
+2,083.0%
+2,117.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.5% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | +1.5% | -11.1% | +12.6% | +3.4% |
| 3M | -8.5% | -13.0% | +4.5% | -6.6% |
| 6M | -21.9% | -16.2% | -5.7% | -19.9% |
| YTD | -6.9% | -8.7% | +1.8% | -6.0% |
| 1Y | -14.0% | -3.8% | -10.2% | -14.0% |
| 3Y | +30.3% | +5.5% | +24.8% | +26.8% |
| 5Y | +37.7% | +12.3% | +25.4% | +31.1% |
| 10Y | +125.2% | +97.4% | +27.8% | +84.6% |
| All | +4,200.1% | +2,083.0% | +2,117.2% | +1,263.2% |
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