+1,680.1%
STT vs KMX
+475.4%
+1,204.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | -0.1% |
| 7D | +0.5% | +1.9% | -1.4% | 0.0% |
| 30D | +3.9% | +11.7% | -7.8% | +0.8% |
| 3M | +20.0% | +34.9% | -14.9% | +9.9% |
| 6M | +55.3% | +50.3% | +5.1% | +37.1% |
| YTD | +53.3% | +63.8% | -10.5% | +31.6% |
| 1Y | +74.7% | +3.8% | +70.9% | +65.5% |
| 3Y | +205.8% | -24.3% | +230.1% | +207.9% |
| 5Y | +145.0% | -50.2% | +195.2% | +165.7% |
| 10Y | +266.0% | +5.4% | +260.6% | +218.1% |
| All | +1,680.1% | +475.4% | +1,204.7% | +927.9% |
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