+68.5%
STRL vs KMX
+5.0%
+63.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.0% | +4.7% | +5.5% |
| 7D | +3.4% | +1.9% | +1.5% | +3.0% |
| 30D | -9.2% | +11.7% | -20.9% | -11.3% |
| 3M | -51.0% | +34.9% | -85.9% | -54.2% |
| 6M | +15.8% | +50.3% | -34.5% | +4.8% |
| YTD | +58.9% | +63.8% | -4.9% | +42.2% |
| 1Y | +68.5% | +3.8% | +64.7% | +62.5% |
| All | +68.5% | +5.0% | +63.5% | +62.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling