-65.6%
STLA vs KMX
-25.6%
-40.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.3% | +1.2% | -1.8% |
| 7D | +0.7% | -0.7% | +1.5% | +1.0% |
| 30D | -2.4% | +4.1% | -6.5% | -3.6% |
| 3M | -23.9% | +27.5% | -51.4% | -29.7% |
| 6M | -24.6% | +43.6% | -68.2% | -34.0% |
| YTD | -50.5% | +56.8% | -107.3% | -58.7% |
| 1Y | -39.8% | -1.3% | -38.5% | -40.8% |
| 3Y | -65.6% | -25.4% | -40.2% | -65.2% |
| All | -65.6% | -25.6% | -40.1% | -65.2% |
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