+3.2%
TJX vs KDP
+41.3%
-38.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.9% | -0.7% | +4.3% |
| 7D | +4.6% | +5.3% | -0.7% | +3.8% |
| 30D | +7.7% | +19.1% | -11.4% | +5.7% |
| 3M | -7.8% | +19.2% | -27.0% | -9.6% |
| 6M | -5.8% | +29.3% | -35.1% | -8.4% |
| YTD | -4.9% | +35.5% | -40.4% | -8.8% |
| 1Y | +3.2% | +43.5% | -40.3% | -1.8% |
| All | +3.2% | +41.3% | -38.2% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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