+2,133.0%
STRL vs KMX
-52.4%
+2,185.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.3% | +7.5% | +4.5% |
| 7D | +10.1% | -0.7% | +10.8% | +10.3% |
| 30D | -8.2% | +4.1% | -12.3% | -9.5% |
| 3M | -43.7% | +27.5% | -71.2% | -48.1% |
| 6M | +27.1% | +43.6% | -16.5% | +12.2% |
| YTD | +64.0% | +56.8% | +7.2% | +39.8% |
| 1Y | +75.2% | -1.3% | +76.5% | +69.3% |
| 3Y | +539.9% | -25.4% | +565.3% | +558.9% |
| 5Y | +2,133.0% | -53.9% | +2,186.9% | +2,422.4% |
| All | +2,133.0% | -52.4% | +2,185.4% | +2,422.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling