+2,023.3%
TJX vs KDP
+1,132.0%
+891.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | -2.2% | +1.3% | -3.5% | -2.7% |
| 30D | -17.1% | +6.0% | -23.1% | -18.9% |
| 3M | -16.5% | +9.2% | -25.7% | -19.3% |
| 6M | -17.8% | +14.7% | -32.5% | -22.2% |
| YTD | -13.2% | +19.2% | -32.4% | -19.1% |
| 1Y | -5.2% | +15.2% | -20.4% | -10.9% |
| 3Y | +48.2% | +6.0% | +42.3% | +41.2% |
| 5Y | +99.8% | +5.4% | +94.4% | +89.2% |
| 10Y | +291.1% | +171.9% | +119.2% | +155.7% |
| All | +2,023.3% | +1,132.0% | +891.3% | +610.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling