-32.8%
STZ vs KMX
-50.1%
+17.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | -1.9% | +1.9% | -3.8% | -2.2% |
| 30D | -1.9% | +11.7% | -13.6% | -3.5% |
| 3M | -6.2% | +34.9% | -41.1% | -10.6% |
| 6M | -14.0% | +50.3% | -64.3% | -19.8% |
| YTD | -5.1% | +63.8% | -68.9% | -13.0% |
| 1Y | -9.6% | +3.8% | -13.4% | -11.8% |
| 3Y | -47.2% | -24.3% | -23.0% | -46.9% |
| All | -32.8% | -50.1% | +17.3% | -32.1% |
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 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