+12.5%
TXT vs KMX
-54.2%
+66.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +0.8% | -1.9% | +2.7% | +1.2% |
| 30D | -10.4% | +2.6% | -13.0% | -11.1% |
| 3M | -14.3% | +25.6% | -39.9% | -19.6% |
| 6M | -15.1% | +41.9% | -57.0% | -23.4% |
| YTD | -8.3% | +56.0% | -64.3% | -20.0% |
| 1Y | -0.7% | -1.8% | +1.1% | -3.2% |
| 3Y | +6.0% | -25.7% | +31.7% | +9.3% |
| 5Y | +12.5% | -54.7% | +67.3% | +33.7% |
| All | +12.5% | -54.2% | +66.7% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling