+419.8%
TXN vs KMX
+11.6%
+408.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.5% | +3.5% |
| 7D | +4.0% | -3.1% | +7.1% | +4.8% |
| 30D | -2.9% | +4.4% | -7.3% | -4.1% |
| 3M | -9.1% | +18.9% | -28.0% | -13.9% |
| 6M | +36.6% | +44.3% | -7.6% | +21.3% |
| YTD | +57.5% | +58.7% | -1.2% | +34.9% |
| 1Y | +49.5% | +0.1% | +49.4% | +43.7% |
| 3Y | +76.5% | -24.4% | +101.0% | +80.3% |
| 5Y | +62.4% | -54.4% | +116.8% | +84.1% |
| All | +419.8% | +11.6% | +408.2% | +344.5% |
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 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