+155.8%
STT vs KMX
-54.2%
+209.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +1.0% | -1.9% | +2.8% | +1.4% |
| 30D | +2.8% | +2.6% | +0.2% | +2.0% |
| 3M | +18.1% | +25.6% | -7.4% | +10.4% |
| 6M | +59.2% | +41.9% | +17.4% | +42.6% |
| YTD | +51.5% | +56.0% | -4.6% | +31.3% |
| 1Y | +75.7% | -1.8% | +77.4% | +71.0% |
| 3Y | +200.8% | -25.7% | +226.5% | +211.6% |
| 5Y | +155.8% | -54.7% | +210.5% | +189.2% |
| All | +155.8% | -54.2% | +209.9% | +189.2% |
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