+22,131.9%
TSLA vs KGC
+101.0%
+22,030.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.3% | -3.6% | -5.7% |
| 7D | +1.5% | -1.3% | +2.8% | +1.7% |
| 30D | +10.1% | +20.3% | -10.2% | +7.8% |
| 3M | -15.4% | +8.1% | -23.5% | -16.3% |
| 6M | -12.8% | -8.8% | -4.0% | -12.3% |
| YTD | -21.3% | +10.1% | -31.3% | -22.7% |
| 1Y | +4.6% | +44.2% | -39.6% | -0.4% |
| 3Y | +44.5% | +533.0% | -488.5% | +17.1% |
| 5Y | +44.8% | +443.0% | -398.2% | +17.1% |
| 10Y | +2,585.4% | +678.6% | +1,906.9% | +2,022.2% |
| All | +22,131.9% | +101.0% | +22,030.9% | +21,598.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling