+80.8%
STLD vs KMX
+0.2%
+80.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -0.3% |
| 7D | +2.7% | -0.7% | +3.4% | +2.7% |
| 30D | -8.4% | +4.1% | -12.5% | -8.8% |
| 3M | -9.9% | +27.5% | -37.4% | -12.3% |
| 6M | +33.0% | +43.6% | -10.5% | +26.7% |
| YTD | +42.6% | +56.8% | -14.2% | +34.8% |
| 1Y | +80.8% | -1.3% | +82.1% | +75.2% |
| All | +80.8% | +0.2% | +80.5% | +75.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling