-25.9%
STRL vs KMX
+35.0%
-60.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +3.3% | -24.8% | -22.0% |
| 7D | -27.1% | +2.1% | -29.2% | -27.5% |
| 30D | -45.8% | +0.5% | -46.3% | -46.0% |
| 3M | -47.6% | -4.1% | -43.5% | -47.5% |
| 6M | -46.4% | +49.5% | -95.9% | -51.3% |
| YTD | -7.4% | +42.7% | -50.1% | -15.9% |
| 1Y | -25.9% | +35.3% | -61.2% | -32.7% |
| All | -25.9% | +35.0% | -60.8% | -32.7% |
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