+2,392.3%
TSLA vs KEEL
+294.5%
+2,097.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | 0.0% |
| 7D | +3.2% | +2.9% | +0.3% | +2.7% |
| 30D | +11.6% | +0.8% | +10.7% | +10.8% |
| 3M | -8.4% | -35.3% | +26.9% | -4.5% |
| 6M | -10.4% | +59.4% | -69.8% | -18.9% |
| YTD | -18.7% | +51.9% | -70.7% | -26.8% |
| 1Y | -0.9% | +75.0% | -75.9% | -15.0% |
| 3Y | +33.6% | +224.5% | -191.0% | -1.9% |
| 5Y | +48.9% | -35.9% | +84.8% | +17.0% |
| All | +2,392.3% | +294.5% | +2,097.8% | +1,477.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling