+84.6%
TXN vs KDP
+16.7%
+67.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.6% | -5.4% | -3.4% |
| 7D | +9.5% | -0.8% | +10.3% | +9.5% |
| 30D | +8.7% | +9.7% | -1.0% | +5.8% |
| 3M | +11.6% | +17.6% | -6.0% | +6.3% |
| 6M | +0.1% | +25.8% | -25.7% | -7.4% |
| YTD | +78.8% | +33.9% | +44.9% | +61.3% |
| 1Y | +91.2% | +38.9% | +52.3% | +70.6% |
| 3Y | +125.8% | +26.8% | +99.0% | +102.0% |
| All | +84.6% | +16.7% | +67.9% | +73.7% |
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 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