+2,973.5%
TSLA vs KIM
+64.9%
+2,908.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.6% |
| 7D | -4.7% | +2.8% | -7.5% | -5.8% |
| 30D | -0.8% | +15.9% | -16.6% | -6.7% |
| 3M | +14.8% | +7.8% | +7.0% | +11.0% |
| 6M | -11.3% | +11.9% | -23.2% | -15.9% |
| YTD | -15.6% | +31.0% | -46.6% | -25.2% |
| 1Y | -14.7% | +32.3% | -47.0% | -24.9% |
| 3Y | +76.9% | +65.5% | +11.5% | +43.2% |
| 5Y | +6.7% | +37.2% | -30.5% | -7.1% |
| 10Y | +2,973.5% | +63.9% | +2,909.6% | +2,110.6% |
| All | +2,973.5% | +64.9% | +2,908.5% | +2,110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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