+98.5%
TXT vs KMX
+10.2%
+88.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -1.0% |
| 7D | -0.2% | -3.4% | +3.2% | +0.9% |
| 30D | -10.2% | +4.0% | -14.2% | -11.7% |
| 3M | -13.3% | +24.8% | -38.0% | -20.9% |
| 6M | -14.4% | +43.6% | -58.0% | -26.8% |
| YTD | -9.1% | +56.6% | -65.7% | -25.6% |
| 1Y | -2.2% | +2.2% | -4.4% | -8.4% |
| 3Y | +5.1% | -25.4% | +30.5% | +6.9% |
| 5Y | +12.8% | -55.0% | +67.8% | +35.9% |
| All | +98.5% | +10.2% | +88.3% | +52.4% |
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