+10.8%
TSLA vs KDP
+17.8%
-7.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.4% |
| 7D | -6.4% | +0.3% | -6.7% | -6.4% |
| 30D | -1.2% | +16.3% | -17.5% | -3.6% |
| 3M | +15.1% | +24.0% | -8.9% | +11.0% |
| 6M | -11.7% | +30.0% | -41.7% | -15.8% |
| YTD | -15.9% | +36.1% | -52.0% | -20.8% |
| 1Y | -12.0% | +46.8% | -58.8% | -18.6% |
| 3Y | +80.0% | +30.5% | +49.6% | +64.8% |
| 5Y | +10.8% | +17.9% | -7.1% | +4.3% |
| All | +10.8% | +17.8% | -7.0% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling