+264.3%
STT vs KMX
+11.6%
+252.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.7% |
| 7D | -0.4% | -3.1% | +2.7% | +0.6% |
| 30D | +1.7% | +4.4% | -2.7% | +0.1% |
| 3M | +17.9% | +18.9% | -1.0% | +10.1% |
| 6M | +55.3% | +44.3% | +11.0% | +34.0% |
| YTD | +52.7% | +58.7% | -6.0% | +26.4% |
| 1Y | +75.7% | +0.1% | +75.5% | +66.8% |
| 3Y | +197.9% | -24.4% | +222.3% | +203.0% |
| 5Y | +158.8% | -54.4% | +213.2% | +204.5% |
| All | +264.3% | +11.6% | +252.7% | +190.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling