+3,574.7%
STX vs KMX
+9.7%
+3,564.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -1.9% |
| 7D | +9.6% | -1.9% | +11.4% | +10.0% |
| 30D | +10.6% | +2.6% | +8.0% | +9.7% |
| 3M | +4.8% | +25.6% | -20.8% | -2.5% |
| 6M | +137.3% | +41.9% | +95.4% | +111.0% |
| YTD | +222.5% | +56.0% | +166.5% | +176.6% |
| 1Y | +366.2% | -1.8% | +368.0% | +349.6% |
| 3Y | +1,352.9% | -25.7% | +1,378.6% | +1,384.5% |
| 5Y | +1,077.4% | -54.7% | +1,132.2% | +1,246.4% |
| All | +3,574.7% | +9.7% | +3,564.9% | +2,858.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling