+16.3%
STZ vs KMX
-2.3%
+18.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.4% |
| 7D | +2.6% | +3.4% | -0.8% | +1.8% |
| 30D | +15.2% | +6.8% | +8.4% | +13.4% |
| 3M | +7.6% | -11.4% | +19.0% | +10.1% |
| 6M | +5.3% | +43.6% | -38.3% | -3.5% |
| YTD | +8.6% | +37.7% | -29.1% | -0.6% |
| 1Y | +15.6% | +53.0% | -37.4% | +3.1% |
| 3Y | -35.2% | -16.3% | -18.9% | -36.5% |
| 5Y | -29.1% | -64.2% | +35.1% | -17.2% |
| All | +16.3% | -2.3% | +18.7% | +6.1% |
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