+532.0%
STM vs KMX
+392.6%
+139.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | -7.9% | +1.5% | -9.4% | -8.2% |
| 30D | -14.1% | +3.0% | -17.1% | -15.0% |
| 3M | -17.6% | -7.8% | -9.8% | -16.2% |
| 6M | -24.2% | +34.3% | -58.6% | -31.2% |
| YTD | +73.3% | +40.2% | +33.1% | +53.9% |
| 1Y | +90.1% | +63.0% | +27.1% | +61.5% |
| 3Y | +10.3% | -14.5% | +24.8% | +9.5% |
| 5Y | -5.7% | -64.3% | +58.6% | +14.9% |
| 10Y | +444.1% | +2.8% | +441.3% | +391.6% |
| All | +532.0% | +392.6% | +139.3% | +244.8% |
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