+23,153.6%
STRL vs KMX
+391.9%
+22,761.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +5.1% | +9.9% | +13.9% |
| 7D | -13.3% | -4.1% | -9.3% | -12.7% |
| 30D | -43.3% | +2.9% | -46.2% | -43.8% |
| 3M | -46.9% | -7.0% | -39.9% | -46.4% |
| 6M | -65.6% | +34.1% | -99.7% | -67.9% |
| YTD | -5.1% | +40.0% | -45.1% | -12.9% |
| 1Y | -23.1% | +67.2% | -90.3% | -32.1% |
| 3Y | +346.8% | -13.4% | +360.3% | +341.1% |
| 5Y | +907.2% | -65.1% | +972.2% | +1,055.4% |
| 10Y | +3,988.2% | +6.9% | +3,981.3% | +3,682.6% |
| All | +23,153.6% | +391.9% | +22,761.7% | +15,599.5% |
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