+907.2%
STRL vs KMX
-64.7%
+971.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +5.1% | +9.9% | +13.5% |
| 7D | -13.3% | -4.1% | -9.3% | -12.4% |
| 30D | -43.3% | +2.9% | -46.2% | -44.1% |
| 3M | -46.9% | -7.0% | -39.9% | -46.2% |
| 6M | -65.6% | +34.1% | -99.7% | -69.0% |
| YTD | -5.1% | +40.0% | -45.1% | -17.0% |
| 1Y | -23.1% | +67.2% | -90.3% | -36.8% |
| 3Y | +346.8% | -13.4% | +360.3% | +338.4% |
| 5Y | +907.2% | -65.1% | +972.2% | +1,157.3% |
| All | +907.2% | -64.7% | +971.9% | +1,157.3% |
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