+1,122.7%
STLD vs KMX
+3.6%
+1,119.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.3% |
| 7D | -2.8% | -1.9% | -1.0% | -2.2% |
| 30D | -10.4% | +2.6% | -13.0% | -11.4% |
| 3M | -10.6% | +25.6% | -36.2% | -18.6% |
| 6M | +32.7% | +41.9% | -9.2% | +14.1% |
| YTD | +42.8% | +56.0% | -13.2% | +17.5% |
| 1Y | +86.9% | -1.8% | +88.7% | +78.1% |
| 3Y | +143.8% | -25.7% | +169.5% | +150.2% |
| 5Y | +293.5% | -54.7% | +348.2% | +366.3% |
| 10Y | +1,122.7% | +9.2% | +1,113.5% | +803.5% |
| All | +1,122.7% | +3.6% | +1,119.1% | +803.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling