+1,504.5%
STT vs KMX
+389.9%
+1,114.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.0% | +1.6% |
| 7D | +0.4% | -2.3% | +2.7% | +1.1% |
| 30D | -0.4% | +6.3% | -6.7% | -2.2% |
| 3M | -6.5% | -7.4% | +0.9% | -5.1% |
| 6M | +17.2% | +37.9% | -20.7% | +6.1% |
| YTD | +38.2% | +39.5% | -1.3% | +23.2% |
| 1Y | +49.3% | +57.9% | -8.6% | +28.5% |
| 3Y | +181.9% | -15.0% | +196.9% | +175.2% |
| 5Y | +106.9% | -64.1% | +171.0% | +144.6% |
| 10Y | +203.1% | -1.6% | +204.8% | +168.2% |
| All | +1,504.5% | +389.9% | +1,114.6% | +862.4% |
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