-8.9%
TSLA vs KEEL
+61.5%
-70.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.3% | +6.1% | 0.0% |
| 7D | -3.4% | +2.7% | -6.1% | -3.9% |
| 30D | +9.2% | +4.6% | +4.7% | +7.5% |
| 3M | -4.7% | -34.5% | +29.8% | +0.8% |
| 6M | -8.9% | +59.3% | -68.2% | -20.6% |
| All | -8.9% | +61.5% | -70.4% | -20.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling