+72.7%
STRL vs KMX
-1.2%
+73.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +8.2% | -1.9% | +10.1% | +8.5% |
| 30D | -6.3% | +2.6% | -8.9% | -6.9% |
| 3M | -41.2% | +25.6% | -66.8% | -44.2% |
| 6M | +20.4% | +41.9% | -21.5% | +10.1% |
| YTD | +61.7% | +56.0% | +5.7% | +46.0% |
| 1Y | +72.7% | -1.8% | +74.5% | +69.2% |
| All | +72.7% | -1.2% | +73.9% | +69.2% |
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