+24,855.0%
TSLA vs KGC
+34.9%
+24,820.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +2.1% |
| 7D | +15.6% | -4.1% | +19.7% | +16.2% |
| 30D | +5.9% | -11.6% | +17.6% | +7.2% |
| 3M | +21.4% | -24.5% | +45.9% | +24.8% |
| 6M | -8.3% | -34.6% | +26.2% | -4.4% |
| YTD | -11.6% | -26.2% | +14.5% | -9.5% |
| 1Y | -7.7% | -20.1% | +12.4% | -6.3% |
| 3Y | +85.2% | +312.4% | -227.2% | +57.0% |
| 5Y | +15.4% | +224.9% | -209.5% | -1.7% |
| 10Y | +3,061.7% | +608.7% | +2,453.0% | +2,460.6% |
| All | +24,855.0% | +34.9% | +24,820.1% | +25,289.8% |
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