+52.0%
KR vs WSM
+175.3%
-123.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.7% |
| 7D | -0.2% | -0.5% | +0.4% | -0.2% |
| 30D | +5.1% | -7.7% | +12.8% | +5.1% |
| 3M | -8.2% | +3.8% | -11.9% | -8.2% |
| 6M | -18.0% | +22.7% | -40.7% | -18.2% |
| YTD | -4.8% | +28.0% | -32.8% | -5.1% |
| 1Y | -11.0% | +12.7% | -23.8% | -11.2% |
| 3Y | +37.7% | +231.3% | -193.6% | +24.9% |
| All | +52.0% | +175.3% | -123.2% | +39.4% |
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