-64.0%
STLA vs KMX
+55.6%
-119.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.3% | -1.3% |
| 7D | -13.8% | +3.4% | -17.1% | -14.4% |
| 30D | -10.5% | +6.8% | -17.4% | -11.5% |
| 3M | -28.9% | -11.4% | -17.5% | -27.4% |
| 6M | -49.7% | +43.6% | -93.3% | -52.0% |
| YTD | -64.9% | +37.7% | -102.7% | -69.2% |
| 1Y | -64.0% | +53.0% | -117.0% | -70.6% |
| All | -64.0% | +55.6% | -119.6% | -70.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling