+4,799.1%
STZ vs KMX
+368.0%
+4,431.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.5% |
| 7D | +4.9% | -7.4% | +12.3% | +6.0% |
| 30D | +20.9% | -3.4% | +24.3% | +21.3% |
| 3M | +8.0% | -11.3% | +19.3% | +9.6% |
| 6M | -5.3% | +30.6% | -35.9% | -9.2% |
| YTD | +5.9% | +33.2% | -27.3% | +0.7% |
| 1Y | +14.2% | +66.7% | -52.5% | +5.2% |
| 3Y | -37.0% | -22.1% | -14.9% | -37.0% |
| 5Y | -29.7% | -66.7% | +37.0% | -23.2% |
| 10Y | +5.2% | +1.9% | +3.2% | -2.6% |
| All | +4,799.1% | +368.0% | +4,431.1% | +4,226.0% |
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