+6,732.4%
STLD vs KMX
+392.6%
+6,339.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.6% | +3.7% |
| 7D | -4.7% | +1.5% | -6.2% | -5.0% |
| 30D | -0.9% | +3.0% | -4.0% | -2.0% |
| 3M | -11.9% | -7.8% | -4.1% | -10.7% |
| 6M | +0.9% | +34.3% | -33.4% | -8.4% |
| YTD | +40.4% | +40.2% | +0.2% | +24.5% |
| 1Y | +56.6% | +63.0% | -6.4% | +33.0% |
| 3Y | +125.5% | -14.5% | +140.0% | +119.8% |
| 5Y | +292.8% | -64.3% | +357.2% | +365.0% |
| 10Y | +787.1% | +2.8% | +784.3% | +679.3% |
| All | +6,732.4% | +392.6% | +6,339.7% | +4,135.4% |
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