+1,144.9%
STX vs KMX
-52.4%
+1,197.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.3% | +10.8% | +7.5% |
| 7D | +10.7% | -0.7% | +11.4% | +10.8% |
| 30D | +11.3% | +4.1% | +7.2% | +10.0% |
| 3M | +3.2% | +27.5% | -24.3% | -3.4% |
| 6M | +157.0% | +43.6% | +113.4% | +131.0% |
| YTD | +229.2% | +56.8% | +172.5% | +186.9% |
| 1Y | +381.8% | -1.3% | +383.2% | +370.3% |
| 3Y | +1,383.2% | -25.4% | +1,408.6% | +1,435.2% |
| 5Y | +1,144.9% | -53.9% | +1,198.8% | +1,318.3% |
| All | +1,144.9% | -52.4% | +1,197.3% | +1,318.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling