+43.2%
TJX vs KDP
+4.7%
+38.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.7% | -1.9% |
| 7D | -4.0% | -1.6% | -2.4% | -3.7% |
| 30D | -20.3% | +9.5% | -29.8% | -21.5% |
| 3M | -23.3% | +2.6% | -25.9% | -23.7% |
| 6M | -19.7% | +15.6% | -35.4% | -21.8% |
| YTD | -17.1% | +17.3% | -34.5% | -19.7% |
| 1Y | -8.8% | +20.1% | -28.9% | -12.0% |
| All | +43.2% | +4.7% | +38.5% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling