+152.6%
STLA vs KMX
+164.9%
-12.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.4% | -3.7% | -5.1% |
| 7D | -13.1% | 0.0% | -13.0% | -13.1% |
| 30D | -13.3% | +3.5% | -16.7% | -14.4% |
| 3M | -27.9% | -10.4% | -17.4% | -24.9% |
| 6M | -47.8% | +37.6% | -85.4% | -54.6% |
| YTD | -64.6% | +36.1% | -100.6% | -69.9% |
| 1Y | -64.0% | +52.8% | -116.8% | -70.9% |
| 3Y | -76.8% | -17.0% | -59.8% | -77.0% |
| 5Y | -74.2% | -64.7% | -9.5% | -65.7% |
| 10Y | -5.4% | -4.0% | -1.4% | -18.7% |
| All | +152.6% | +164.9% | -12.3% | +80.8% |
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