+178.7%
STLA vs KMX
+173.0%
+5.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.8% | -3.7% |
| 7D | -4.9% | +1.5% | -6.4% | -5.5% |
| 30D | -4.9% | +3.0% | -7.9% | -6.1% |
| 3M | -23.7% | -7.8% | -15.8% | -21.5% |
| 6M | -45.0% | +34.3% | -79.3% | -51.7% |
| YTD | -60.9% | +40.2% | -101.1% | -67.2% |
| 1Y | -58.9% | +63.0% | -121.9% | -67.6% |
| 3Y | -74.4% | -14.5% | -60.0% | -75.0% |
| 5Y | -71.5% | -64.3% | -7.2% | -62.3% |
| 10Y | +5.3% | +2.8% | +2.5% | -11.7% |
| All | +178.7% | +173.0% | +5.7% | +97.1% |
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