+4.6%
TSLA vs KEEL
+169.0%
-164.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.6% | -9.5% | -6.5% |
| 7D | +1.5% | +7.8% | -6.2% | +0.3% |
| 30D | +10.1% | -11.7% | +21.8% | +11.4% |
| 3M | -15.4% | -41.5% | +26.1% | -9.5% |
| 6M | -12.8% | +54.9% | -67.7% | -21.6% |
| YTD | -21.3% | +47.7% | -68.9% | -29.4% |
| 1Y | +4.6% | +177.6% | -173.0% | -15.3% |
| All | +4.6% | +169.0% | -164.4% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 1y: compounded portfolio wealth divided by compounded KEEL 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…
1y analysis · Full analysis span regression · 6 months rolling