+22,131.9%
TSLA vs KEY
+368.5%
+21,763.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.3% | -6.2% | -6.0% |
| 7D | +1.5% | +2.2% | -0.7% | +0.6% |
| 30D | +10.1% | -3.0% | +13.1% | +11.4% |
| 3M | -15.4% | +3.3% | -18.7% | -16.5% |
| 6M | -12.8% | +9.2% | -22.0% | -16.1% |
| YTD | -21.3% | +10.6% | -31.9% | -25.0% |
| 1Y | +4.6% | +20.4% | -15.8% | -4.2% |
| 3Y | +44.5% | +121.8% | -77.3% | +3.4% |
| 5Y | +44.8% | +41.1% | +3.7% | +18.6% |
| 10Y | +2,585.4% | +168.5% | +2,416.9% | +1,375.1% |
| All | +22,131.9% | +368.5% | +21,763.4% | +9,112.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling