+46.5%
TSLA vs KGC
+450.8%
-404.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.3% | +6.3% | +4.4% |
| 7D | +3.4% | +2.4% | +0.9% | +3.0% |
| 30D | +12.0% | +9.2% | +2.8% | +10.2% |
| 3M | -10.0% | +16.7% | -26.7% | -12.7% |
| 6M | -7.2% | -7.0% | -0.2% | -6.9% |
| YTD | -18.1% | +7.5% | -25.6% | -20.4% |
| 1Y | +6.3% | +34.4% | -28.1% | -0.8% |
| 3Y | +48.2% | +552.0% | -503.8% | +3.6% |
| 5Y | +46.5% | +454.5% | -408.0% | +3.4% |
| All | +46.5% | +450.8% | -404.3% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling