+6.3%
TSLA vs KEY
+19.7%
-13.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.7% | +4.5% |
| 7D | +3.4% | +2.7% | +0.7% | +2.5% |
| 30D | +12.0% | -3.2% | +15.3% | +13.0% |
| 3M | -10.0% | +1.0% | -10.9% | -9.7% |
| 6M | -7.2% | +11.9% | -19.1% | -9.7% |
| YTD | -18.1% | +8.7% | -26.8% | -19.7% |
| 1Y | +6.3% | +18.5% | -12.2% | -4.5% |
| All | +6.3% | +19.7% | -13.4% | -4.5% |
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