+2,737.0%
TSLA vs KGC
+678.3%
+2,058.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +3.0% | -0.1% | +3.1% | +3.1% |
| 30D | +11.2% | +10.5% | +0.7% | +9.5% |
| 3M | -7.3% | +19.8% | -27.1% | -9.9% |
| 6M | -7.7% | -6.7% | -1.1% | -7.4% |
| YTD | -18.2% | +7.8% | -26.0% | -20.0% |
| 1Y | +6.0% | +35.7% | -29.7% | +0.1% |
| 3Y | +48.0% | +553.7% | -505.7% | +11.0% |
| 5Y | +46.2% | +461.7% | -415.5% | +9.3% |
| 10Y | +2,737.0% | +710.2% | +2,026.8% | +2,166.5% |
| All | +2,737.0% | +678.3% | +2,058.7% | +2,166.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 10y: compounded portfolio wealth divided by compounded KGC 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…
10y analysis · Full analysis span regression · 6 months rolling