+388.6%
TXT vs KMX
+378.0%
+10.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.2% |
| 7D | -1.1% | 0.0% | -1.0% | -1.1% |
| 30D | +13.3% | +3.5% | +9.8% | +12.1% |
| 3M | -5.1% | -10.4% | +5.3% | -2.7% |
| 6M | -7.1% | +37.6% | -44.7% | -15.9% |
| YTD | -3.2% | +36.1% | -39.3% | -13.3% |
| 1Y | +2.3% | +52.8% | -50.4% | -11.4% |
| 3Y | +11.1% | -17.0% | +28.1% | +9.0% |
| 5Y | +10.0% | -64.7% | +74.7% | +30.5% |
| 10Y | +91.1% | -4.0% | +95.1% | +71.8% |
| All | +388.6% | +378.0% | +10.6% | +163.9% |
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