+2,698.1%
TSLA vs KDP
+175.4%
+2,522.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | +3.4% | +2.1% | +1.3% | +2.6% |
| 30D | +12.0% | +8.5% | +3.6% | +8.4% |
| 3M | -10.0% | +6.6% | -16.6% | -12.8% |
| 6M | -7.2% | +17.1% | -24.3% | -13.9% |
| YTD | -18.1% | +19.0% | -37.2% | -24.9% |
| 1Y | +6.3% | +21.8% | -15.5% | -4.1% |
| 3Y | +48.2% | +6.4% | +41.7% | +37.9% |
| 5Y | +46.5% | +5.1% | +41.4% | +35.4% |
| 10Y | +2,698.1% | +175.8% | +2,522.3% | +1,695.0% |
| All | +2,698.1% | +175.4% | +2,522.8% | +1,695.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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