+4,288.3%
STZ vs KMX
+475.4%
+3,812.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | -1.9% | +1.9% | -3.8% | -2.2% |
| 30D | -1.9% | +11.7% | -13.6% | -3.4% |
| 3M | -6.2% | +34.9% | -41.1% | -10.2% |
| 6M | -14.0% | +50.3% | -64.3% | -19.2% |
| YTD | -5.1% | +63.8% | -68.9% | -12.1% |
| 1Y | -9.6% | +3.8% | -13.4% | -11.8% |
| 3Y | -47.2% | -24.3% | -23.0% | -47.1% |
| 5Y | -33.6% | -50.2% | +16.6% | -31.3% |
| 10Y | -9.8% | +5.4% | -15.1% | -17.0% |
| All | +4,288.3% | +475.4% | +3,812.9% | +3,673.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling