+3,476.8%
STX vs KMX
+10.2%
+3,466.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.0% | -2.8% |
| 7D | +8.0% | -3.4% | +11.4% | +8.9% |
| 30D | +5.1% | +4.0% | +1.1% | +3.8% |
| 3M | +5.8% | +24.8% | -19.0% | -1.4% |
| 6M | +124.9% | +43.6% | +81.3% | +99.4% |
| YTD | +213.9% | +56.6% | +157.3% | +169.0% |
| 1Y | +350.4% | +2.2% | +348.2% | +329.0% |
| 3Y | +1,314.2% | -25.4% | +1,339.7% | +1,343.4% |
| 5Y | +1,092.8% | -55.0% | +1,147.8% | +1,267.0% |
| All | +3,476.8% | +10.2% | +3,466.7% | +2,776.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling