+2,038.9%
STX vs KMX
-3.5%
+2,042.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.5% |
| 7D | +16.8% | 0.0% | +16.9% | +16.9% |
| 30D | -27.0% | +3.5% | -30.5% | -27.9% |
| 3M | -37.9% | -10.4% | -27.4% | -36.4% |
| 6M | -32.5% | +37.6% | -70.1% | -39.1% |
| YTD | +98.6% | +36.1% | +62.5% | +76.1% |
| 1Y | +93.6% | +52.8% | +40.8% | +65.5% |
| 3Y | +699.1% | -17.0% | +716.1% | +685.3% |
| 5Y | +481.0% | -64.7% | +545.7% | +613.7% |
| All | +2,038.9% | -3.5% | +2,042.4% | +1,866.7% |
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