+6,484.7%
STLD vs KMX
+391.9%
+6,092.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.1% | -3.0% | +0.7% |
| 7D | -9.7% | -4.1% | -5.6% | -8.7% |
| 30D | -4.5% | +2.9% | -7.4% | -5.5% |
| 3M | -13.1% | -7.0% | -6.1% | -12.1% |
| 6M | -2.8% | +34.1% | -36.9% | -11.7% |
| YTD | +35.3% | +40.0% | -4.7% | +20.0% |
| 1Y | +51.4% | +67.2% | -15.8% | +27.7% |
| 3Y | +117.9% | -13.4% | +131.4% | +111.8% |
| 5Y | +272.6% | -65.1% | +337.7% | +343.4% |
| 10Y | +782.2% | +6.9% | +775.3% | +667.7% |
| All | +6,484.7% | +391.9% | +6,092.8% | +3,983.4% |
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