+465.1%
STM vs KMX
-2.3%
+467.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.1% |
| 7D | +12.0% | +3.4% | +8.6% | +10.5% |
| 30D | -0.4% | +6.8% | -7.2% | -3.4% |
| 3M | -13.2% | -11.4% | -1.8% | -9.7% |
| 6M | -26.1% | +43.6% | -69.6% | -37.9% |
| YTD | +81.2% | +37.7% | +43.4% | +51.5% |
| 1Y | +98.3% | +53.0% | +45.3% | +57.8% |
| 3Y | +16.7% | -16.3% | +33.0% | +15.2% |
| 5Y | -4.8% | -64.2% | +59.4% | +30.6% |
| All | +465.1% | -2.3% | +467.4% | +369.3% |
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