+75.7%
STT vs KMX
+3.5%
+72.2%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.0% |
| 7D | -0.4% | -3.1% | +2.7% | -0.2% |
| 30D | +1.7% | +4.4% | -2.7% | +1.4% |
| 3M | +17.9% | +18.9% | -1.0% | +16.2% |
| 6M | +55.3% | +44.3% | +11.0% | +49.5% |
| YTD | +52.7% | +58.7% | -6.0% | +46.4% |
| 1Y | +75.7% | +0.1% | +75.5% | +65.8% |
| All | +75.7% | +3.5% | +72.2% | +65.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling