-55.0%
KMX vs WSM
+171.2%
-226.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +1.1% |
| 7D | -3.4% | +0.4% | -3.8% | -3.6% |
| 30D | +4.0% | -10.7% | +14.7% | +9.4% |
| 3M | +24.8% | +8.5% | +16.3% | +19.8% |
| 6M | +43.6% | +19.6% | +24.0% | +31.6% |
| YTD | +56.6% | +26.6% | +30.0% | +39.9% |
| 1Y | +2.2% | +12.0% | -9.7% | -3.6% |
| 3Y | -25.4% | +226.6% | -252.1% | -62.6% |
| 5Y | -55.0% | +174.1% | -229.1% | -78.0% |
| All | -55.0% | +171.2% | -226.2% | -78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling