+405.4%
TXG vs KMX
+35.0%
+370.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.3% | +0.1% | +2.5% |
| 7D | -19.3% | +2.1% | -21.4% | -20.0% |
| 30D | -30.9% | +0.5% | -31.4% | -31.3% |
| 3M | +41.1% | -4.1% | +45.2% | +41.6% |
| 6M | +211.9% | +49.5% | +162.4% | +166.5% |
| YTD | +314.0% | +42.7% | +271.3% | +253.8% |
| 1Y | +405.4% | +35.3% | +370.1% | +333.5% |
| All | +405.4% | +35.0% | +370.4% | +333.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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