+44.3%
TXN vs KDP
+18.4%
+25.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.9% | -0.7% |
| 7D | +2.0% | -4.3% | +6.3% | +2.8% |
| 30D | -8.0% | +7.8% | -15.8% | -9.7% |
| 3M | -7.8% | -0.1% | -7.7% | -8.5% |
| 6M | +32.4% | +14.0% | +18.4% | +21.7% |
| YTD | +51.7% | +15.1% | +36.6% | +39.0% |
| 1Y | +44.3% | +18.5% | +25.8% | +31.6% |
| All | +44.3% | +18.4% | +25.9% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling