+400.7%
TXN vs KDP
+173.3%
+227.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.9% | -0.5% |
| 7D | +2.0% | -4.3% | +6.3% | +3.2% |
| 30D | -8.0% | +7.8% | -15.8% | -10.1% |
| 3M | -7.8% | -0.1% | -7.7% | -8.4% |
| 6M | +32.4% | +14.0% | +18.4% | +26.4% |
| YTD | +51.7% | +15.1% | +36.6% | +44.0% |
| 1Y | +44.3% | +18.5% | +25.8% | +35.5% |
| 3Y | +71.3% | +2.9% | +68.4% | +65.5% |
| 5Y | +56.4% | +3.0% | +53.4% | +50.8% |
| All | +400.7% | +173.3% | +227.4% | +299.1% |
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