+1,497.8%
STT vs KMX
+383.8%
+1,114.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.4% | -0.5% |
| 7D | +4.8% | +3.4% | +1.4% | +3.8% |
| 30D | +3.9% | +6.8% | -2.9% | +1.9% |
| 3M | -8.2% | -11.4% | +3.2% | -5.7% |
| 6M | +15.6% | +43.6% | -28.0% | +3.6% |
| YTD | +37.6% | +37.7% | -0.1% | +23.1% |
| 1Y | +50.1% | +53.0% | -2.9% | +30.3% |
| 3Y | +183.1% | -16.3% | +199.4% | +177.5% |
| 5Y | +104.8% | -64.2% | +169.1% | +142.4% |
| 10Y | +201.9% | -2.8% | +204.7% | +168.0% |
| All | +1,497.8% | +383.8% | +1,114.0% | +861.4% |
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