+2,379.5%
TSLA vs KEEL
+280.1%
+2,099.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.3% | +6.1% | -0.1% |
| 7D | -3.4% | +2.7% | -6.1% | -3.8% |
| 30D | +9.2% | +4.6% | +4.7% | +7.9% |
| 3M | -4.7% | -34.5% | +29.8% | -0.7% |
| 6M | -8.9% | +59.3% | -68.2% | -17.5% |
| YTD | -19.2% | +46.4% | -65.5% | -26.7% |
| 1Y | +4.5% | +96.6% | -92.0% | -11.8% |
| 3Y | +46.3% | +182.0% | -135.7% | +9.2% |
| 5Y | +48.1% | -38.2% | +86.4% | +17.0% |
| All | +2,379.5% | +280.1% | +2,099.4% | +1,477.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling