+1,296.5%
TXN vs KDP
+1,132.0%
+164.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.1% |
| 7D | -0.1% | +1.3% | -1.4% | -0.5% |
| 30D | -6.9% | +6.0% | -12.9% | -8.9% |
| 3M | -14.9% | +9.2% | -24.1% | -18.1% |
| 6M | +29.0% | +14.7% | +14.3% | +22.3% |
| YTD | +51.5% | +19.2% | +32.3% | +41.3% |
| 1Y | +41.6% | +15.2% | +26.4% | +33.3% |
| 3Y | +65.8% | +6.0% | +59.8% | +58.1% |
| 5Y | +56.8% | +5.4% | +51.4% | +49.0% |
| 10Y | +387.5% | +171.9% | +215.6% | +222.0% |
| All | +1,296.5% | +1,132.0% | +164.5% | +397.1% |
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 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