+140.2%
STLD vs KMX
-22.2%
+162.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.7% | -1.8% |
| 7D | +3.1% | +1.9% | +1.2% | +2.7% |
| 30D | -9.0% | +11.7% | -20.7% | -11.4% |
| 3M | -12.4% | +34.9% | -47.3% | -19.0% |
| 6M | +25.5% | +50.3% | -24.8% | +11.8% |
| YTD | +43.6% | +63.8% | -20.2% | +24.3% |
| 1Y | +87.2% | +3.8% | +83.3% | +83.0% |
| All | +140.2% | -22.2% | +162.5% | +148.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling