-74.4%
STLA vs KMX
-14.1%
-60.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.8% | -3.7% |
| 7D | -4.9% | +1.5% | -6.4% | -5.4% |
| 30D | -4.9% | +3.0% | -7.9% | -5.8% |
| 3M | -23.7% | -7.8% | -15.8% | -21.8% |
| 6M | -45.0% | +34.3% | -79.3% | -50.5% |
| YTD | -60.9% | +40.2% | -101.1% | -66.6% |
| 1Y | -58.9% | +63.0% | -121.9% | -67.0% |
| 3Y | -74.4% | -14.5% | -60.0% | -73.0% |
| All | -74.4% | -14.1% | -60.3% | -73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling