+473.4%
KMX vs WSM
+8,813.7%
-8,340.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.4% |
| 7D | -0.7% | +2.6% | -3.3% | -1.5% |
| 30D | +4.1% | -9.5% | +13.6% | +7.3% |
| 3M | +27.5% | +12.9% | +14.6% | +22.5% |
| 6M | +43.6% | +23.0% | +20.5% | +34.3% |
| YTD | +56.8% | +28.9% | +27.8% | +44.5% |
| 1Y | -1.3% | +13.7% | -15.0% | -5.4% |
| 3Y | -25.4% | +232.6% | -258.0% | -50.7% |
| 5Y | -53.9% | +185.9% | -239.8% | -68.6% |
| 10Y | +0.7% | +998.6% | -997.9% | -56.6% |
| All | +473.4% | +8,813.7% | -8,340.2% | +52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling