+283.6%
TJX vs KDP
+172.7%
+110.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -4.6% | -3.7% | -0.9% | -3.5% |
| 30D | -17.2% | +6.2% | -23.4% | -18.7% |
| 3M | -24.9% | +1.2% | -26.1% | -25.5% |
| 6M | -19.7% | +15.3% | -35.0% | -23.5% |
| YTD | -17.2% | +14.8% | -32.0% | -21.2% |
| 1Y | -9.4% | +17.6% | -27.0% | -14.8% |
| 3Y | +43.1% | +2.1% | +40.9% | +38.9% |
| 5Y | +96.7% | +2.7% | +94.0% | +89.5% |
| All | +283.6% | +172.7% | +110.9% | +213.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling