+63.4%
TSLA vs KEY
+106.2%
-42.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.8% | +4.6% |
| 7D | -10.4% | -1.3% | -9.1% | -9.5% |
| 30D | -5.2% | +5.1% | -10.3% | -8.1% |
| 3M | +12.1% | -7.1% | +19.2% | +17.1% |
| 6M | -10.2% | -4.4% | -5.8% | -8.0% |
| YTD | -20.3% | +4.0% | -24.4% | -23.6% |
| 1Y | -19.7% | +23.4% | -43.1% | -31.8% |
| 3Y | +63.4% | +113.9% | -50.5% | +9.1% |
| All | +63.4% | +106.2% | -42.9% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling