-13.3%
TSLA vs KEYS
+55.9%
-69.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.3% | +3.0% | -1.1% |
| 7D | -4.7% | -14.8% | +10.1% | +0.6% |
| 30D | +1.7% | -25.6% | +27.3% | +12.3% |
| 3M | +17.7% | -16.2% | +33.9% | +24.3% |
| 6M | -1.9% | -18.6% | +16.8% | +3.9% |
| YTD | -14.3% | +40.7% | -55.0% | -23.5% |
| 1Y | -13.3% | +59.6% | -72.9% | -28.3% |
| All | -13.3% | +55.9% | -69.2% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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