+47.6%
TSLA vs KEYS
+87.1%
-39.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -2.2% |
| 7D | +3.2% | +3.5% | -0.3% | +0.8% |
| 30D | +11.6% | -4.5% | +16.1% | +14.4% |
| 3M | -8.4% | -0.4% | -8.0% | -9.6% |
| 6M | -10.4% | +19.1% | -29.5% | -23.0% |
| YTD | -18.7% | +66.7% | -85.4% | -48.4% |
| 1Y | -0.9% | +96.5% | -97.4% | -45.9% |
| 3Y | +33.6% | +155.2% | -121.6% | -43.3% |
| All | +47.6% | +87.1% | -39.5% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling