+2,737.0%
TSLA vs KIM
+29.7%
+2,707.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | +3.0% | -1.0% | +4.0% | +3.4% |
| 30D | +11.2% | -1.1% | +12.2% | +11.6% |
| 3M | -7.3% | -5.3% | -2.0% | -5.5% |
| 6M | -7.7% | +3.9% | -11.7% | -9.7% |
| YTD | -18.2% | +20.3% | -38.5% | -24.9% |
| 1Y | +6.0% | +10.4% | -4.4% | +0.7% |
| 3Y | +48.0% | +46.3% | +1.7% | +26.0% |
| 5Y | +46.2% | +37.6% | +8.6% | +28.5% |
| 10Y | +2,737.0% | +34.5% | +2,702.5% | +2,113.5% |
| All | +2,737.0% | +29.7% | +2,707.3% | +2,113.5% |
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