+42.9%
TXG vs KMX
-25.1%
+68.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +2.0% | +2.6% |
| 7D | +9.5% | -3.1% | +12.6% | +11.1% |
| 30D | +18.8% | +4.4% | +14.3% | +15.9% |
| 3M | +136.1% | +18.9% | +117.2% | +114.0% |
| 6M | +235.2% | +44.3% | +191.0% | +168.2% |
| YTD | +320.5% | +58.7% | +261.8% | +217.6% |
| 1Y | +425.2% | +0.1% | +425.1% | +401.3% |
| 3Y | +42.9% | -24.4% | +67.3% | +45.2% |
| All | +42.9% | -25.1% | +68.0% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling