-13.3%
TSLA vs KEY
+29.6%
-42.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.8% | -3.8% |
| 7D | -4.7% | +1.7% | -6.4% | -5.2% |
| 30D | +1.7% | +6.8% | -5.1% | -0.4% |
| 3M | +17.7% | -5.8% | +23.5% | +20.0% |
| 6M | -1.9% | +1.4% | -3.3% | -1.9% |
| YTD | -14.3% | +7.5% | -21.9% | -16.7% |
| 1Y | -13.3% | +29.6% | -42.9% | -20.2% |
| All | -13.3% | +29.6% | -42.9% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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