+97.3%
TJX vs KDP
+3.0%
+94.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.2% | +0.7% |
| 7D | -4.4% | -4.3% | 0.0% | -3.4% |
| 30D | -18.6% | +7.8% | -26.4% | -20.0% |
| 3M | -24.4% | -0.1% | -24.3% | -24.6% |
| 6M | -20.2% | +14.0% | -34.2% | -23.0% |
| YTD | -16.9% | +15.1% | -32.0% | -20.2% |
| 1Y | -8.5% | +18.5% | -27.0% | -13.0% |
| 3Y | +43.7% | +2.9% | +40.9% | +40.6% |
| 5Y | +97.3% | +3.0% | +94.4% | +94.4% |
| All | +97.3% | +3.0% | +94.4% | +94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling