-15.1%
TSLA vs KEY
+22.7%
-37.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.7% | +2.8% | +4.5% |
| 7D | -6.4% | -0.4% | -6.0% | -6.2% |
| 30D | -1.2% | +7.2% | -8.4% | -3.4% |
| 3M | +15.1% | -4.9% | +20.0% | +17.0% |
| 6M | -11.7% | +1.1% | -12.8% | -11.5% |
| YTD | -15.9% | +6.8% | -22.7% | -18.6% |
| All | -15.1% | +22.7% | -37.8% | -23.3% |
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