+10.3%
TSLA vs KGC
+248.9%
-238.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.0% |
| 7D | +1.5% | +0.2% | +1.2% | +1.4% |
| 30D | +3.4% | -8.8% | +12.2% | +4.9% |
| 3M | +17.4% | -21.1% | +38.5% | +22.0% |
| 6M | -12.2% | -32.3% | +20.1% | -6.7% |
| YTD | -13.1% | -23.5% | +10.4% | -10.5% |
| 1Y | -11.1% | -15.0% | +3.9% | -10.1% |
| 3Y | +82.1% | +327.5% | -245.4% | +36.5% |
| 5Y | +10.3% | +244.3% | -234.0% | -11.2% |
| All | +10.3% | +248.9% | -238.7% | -11.2% |
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