+15.9%
TXT vs KMX
-64.7%
+80.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.5% | +1.6% |
| 7D | -1.1% | +1.5% | -2.6% | -1.5% |
| 30D | +17.1% | +3.0% | +14.1% | +16.1% |
| 3M | -2.6% | -7.8% | +5.2% | -1.1% |
| 6M | -4.6% | +34.3% | -38.9% | -12.5% |
| YTD | -0.3% | +40.2% | -40.6% | -11.0% |
| 1Y | +5.9% | +63.0% | -57.1% | -9.4% |
| 3Y | +14.4% | -14.5% | +28.9% | +13.0% |
| 5Y | +15.9% | -64.3% | +80.2% | +61.0% |
| All | +15.9% | -64.7% | +80.5% | +61.0% |
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