+8.0%
KMX vs WSM
+1,071.8%
-1,063.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.9% |
| 7D | -3.1% | -0.5% | -2.6% | -2.9% |
| 30D | +4.4% | -7.7% | +12.2% | +7.9% |
| 3M | +18.9% | +3.8% | +15.1% | +16.7% |
| 6M | +44.3% | +22.7% | +21.6% | +31.9% |
| YTD | +58.7% | +28.0% | +30.7% | +42.5% |
| 1Y | +0.1% | +12.7% | -12.6% | -5.3% |
| 3Y | -24.4% | +231.3% | -255.7% | -57.7% |
| 5Y | -54.4% | +177.2% | -231.6% | -73.5% |
| All | +8.0% | +1,071.8% | -1,063.8% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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