+4,505.3%
TXN vs KMX
+448.1%
+4,057.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +2.7% | -1.9% | +4.5% | +3.0% |
| 30D | -6.7% | +2.6% | -9.3% | -7.3% |
| 3M | -8.9% | +25.6% | -34.5% | -13.7% |
| 6M | +34.7% | +41.9% | -7.2% | +23.2% |
| YTD | +53.3% | +56.0% | -2.7% | +36.6% |
| 1Y | +45.0% | -1.8% | +46.8% | +40.7% |
| 3Y | +73.1% | -25.7% | +98.8% | +75.7% |
| 5Y | +59.9% | -54.7% | +114.7% | +74.7% |
| 10Y | +415.7% | +9.2% | +406.5% | +351.0% |
| All | +4,505.3% | +448.1% | +4,057.2% | +2,311.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling