+263.8%
STLA vs KMX
+218.8%
+45.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.2% | +0.9% |
| 7D | +2.6% | +1.9% | +0.7% | +1.9% |
| 30D | -1.2% | +11.7% | -12.9% | -5.4% |
| 3M | -24.8% | +34.9% | -59.7% | -33.6% |
| 6M | -25.6% | +50.3% | -75.8% | -38.0% |
| YTD | -48.9% | +63.8% | -112.7% | -59.6% |
| 1Y | -38.8% | +3.8% | -42.6% | -43.1% |
| 3Y | -64.5% | -24.3% | -40.3% | -63.6% |
| 5Y | -62.4% | -50.2% | -12.2% | -56.8% |
| 10Y | +55.4% | +5.4% | +50.0% | +27.8% |
| All | +263.8% | +218.8% | +45.0% | +143.0% |
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 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