+782.2%
STLD vs KMX
+13.6%
+768.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.1% | -3.0% | +0.4% |
| 7D | -9.7% | -4.1% | -5.6% | -8.4% |
| 30D | -4.5% | +2.9% | -7.4% | -5.9% |
| 3M | -13.1% | -7.0% | -6.1% | -11.8% |
| 6M | -2.8% | +34.1% | -36.9% | -14.6% |
| YTD | +35.3% | +40.0% | -4.7% | +14.7% |
| 1Y | +51.4% | +67.2% | -15.8% | +19.6% |
| 3Y | +117.9% | -13.4% | +131.4% | +108.5% |
| 5Y | +272.6% | -65.1% | +337.7% | +393.5% |
| 10Y | +782.2% | +6.9% | +775.3% | +600.3% |
| All | +782.2% | +13.6% | +768.6% | +600.3% |
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