+637.3%
STM vs KMX
+475.4%
+161.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.8% | +1.6% |
| 7D | +5.8% | +1.9% | +3.9% | +5.2% |
| 30D | -1.0% | +11.7% | -12.7% | -4.2% |
| 3M | -33.3% | +34.9% | -68.1% | -39.0% |
| 6M | +57.4% | +50.3% | +7.1% | +38.3% |
| YTD | +102.2% | +63.8% | +38.4% | +72.8% |
| 1Y | +99.6% | +3.8% | +95.8% | +90.1% |
| 3Y | +14.5% | -24.3% | +38.8% | +17.4% |
| 5Y | +21.4% | -50.2% | +71.6% | +35.3% |
| 10Y | +695.0% | +5.4% | +689.6% | +611.0% |
| All | +637.3% | +475.4% | +161.9% | +287.1% |
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