+23,064.8%
STRL vs KMX
+392.6%
+22,672.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -19.8% | +1.5% | -21.3% | -20.1% |
| 30D | -43.6% | +3.0% | -46.6% | -44.1% |
| 3M | -45.2% | -7.8% | -37.4% | -44.6% |
| 6M | -65.7% | +34.3% | -100.1% | -68.0% |
| YTD | -5.4% | +40.2% | -45.7% | -13.3% |
| 1Y | -24.7% | +63.0% | -87.7% | -33.2% |
| 3Y | +335.0% | -14.5% | +349.5% | +330.5% |
| 5Y | +915.3% | -64.3% | +979.6% | +1,060.2% |
| 10Y | +3,877.5% | +2.8% | +3,874.7% | +3,603.0% |
| All | +23,064.8% | +392.6% | +22,672.2% | +15,534.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling