+22.5%
STM vs KMX
-52.4%
+74.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +1.0% |
| 7D | +5.2% | -0.7% | +5.9% | +5.4% |
| 30D | -7.4% | +4.1% | -11.5% | -8.9% |
| 3M | -30.6% | +27.5% | -58.2% | -37.2% |
| 6M | +66.4% | +43.6% | +22.8% | +42.0% |
| YTD | +101.1% | +56.8% | +44.4% | +64.8% |
| 1Y | +97.4% | -1.3% | +98.7% | +89.9% |
| 3Y | +21.1% | -25.4% | +46.5% | +27.3% |
| 5Y | +22.5% | -53.9% | +76.4% | +47.4% |
| All | +22.5% | -52.4% | +74.9% | +47.4% |
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