+30.0%
TXG vs KMX
-28.3%
+58.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +2.0% | +2.7% |
| 7D | +9.5% | -3.1% | +12.6% | +10.9% |
| 30D | +18.8% | +4.4% | +14.3% | +16.3% |
| 3M | +136.1% | +18.9% | +117.2% | +116.7% |
| 6M | +235.2% | +44.3% | +191.0% | +177.4% |
| YTD | +320.5% | +58.7% | +261.8% | +232.1% |
| 1Y | +425.2% | +0.1% | +425.1% | +397.1% |
| 3Y | +42.9% | -24.4% | +67.3% | +52.6% |
| 5Y | -62.8% | -54.4% | -8.4% | -55.6% |
| All | +30.0% | -28.3% | +58.3% | +27.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling