-15.7%
STM vs KMX
-66.8%
+51.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.1% | +6.6% | +5.2% |
| 7D | -10.7% | -7.4% | -3.4% | -8.3% |
| 30D | -25.7% | -3.4% | -22.4% | -25.1% |
| 3M | -21.6% | -11.3% | -10.2% | -18.8% |
| 6M | -27.8% | +30.6% | -58.4% | -36.2% |
| YTD | +61.8% | +33.2% | +28.5% | +39.1% |
| 1Y | +78.1% | +66.7% | +11.4% | +39.4% |
| 3Y | +4.9% | -22.1% | +27.0% | +8.1% |
| All | -15.7% | -66.8% | +51.0% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling