+74.4%
TSLA vs KEY
+127.6%
-53.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.2% |
| 7D | +8.9% | +2.9% | +6.0% | +7.0% |
| 30D | +6.3% | +8.4% | -2.2% | +1.0% |
| 3M | +14.8% | -5.8% | +20.5% | +18.9% |
| 6M | -12.4% | +5.4% | -17.8% | -15.5% |
| YTD | -13.2% | +7.1% | -20.3% | -18.2% |
| 1Y | -2.9% | +26.8% | -29.7% | -18.8% |
| 3Y | +74.4% | +128.7% | -54.3% | +14.0% |
| All | +74.4% | +127.6% | -53.2% | +14.0% |
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