+2,883.7%
TSLA vs KEY
+121.9%
+2,761.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.7% | +2.8% | +4.4% |
| 7D | -6.4% | -0.4% | -6.0% | -6.1% |
| 30D | -1.2% | +7.2% | -8.4% | -4.0% |
| 3M | +15.1% | -4.9% | +20.0% | +17.3% |
| 6M | -11.7% | +1.1% | -12.8% | -12.3% |
| YTD | -15.9% | +6.8% | -22.7% | -18.7% |
| 1Y | -12.0% | +23.3% | -35.3% | -20.0% |
| 3Y | +80.0% | +126.1% | -46.0% | +29.3% |
| 5Y | +10.8% | +15.2% | -4.4% | -1.8% |
| 10Y | +2,883.7% | +113.6% | +2,770.1% | +2,103.7% |
| All | +2,883.7% | +121.9% | +2,761.8% | +2,103.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling