+2,266.2%
TSLA vs KEYS
+1,067.2%
+1,199.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -0.2% |
| 7D | -3.4% | +0.9% | -4.3% | -4.0% |
| 30D | +9.2% | -5.3% | +14.5% | +12.1% |
| 3M | -4.7% | +0.5% | -5.2% | -6.0% |
| 6M | -8.9% | +14.0% | -23.0% | -17.1% |
| YTD | -19.2% | +60.3% | -79.4% | -41.7% |
| 1Y | +4.5% | +91.3% | -86.8% | -32.8% |
| 3Y | +46.3% | +146.1% | -99.8% | -19.1% |
| 5Y | +48.1% | +80.8% | -32.6% | -2.9% |
| 10Y | +2,704.2% | +1,002.8% | +1,701.5% | +784.8% |
| All | +2,266.2% | +1,067.2% | +1,199.0% | +625.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling