+4.5%
TSLA vs KIM
+9.4%
-4.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.3% |
| 7D | -3.4% | -1.5% | -1.9% | -3.6% |
| 30D | +9.2% | -1.7% | +10.9% | +9.1% |
| 3M | -4.7% | -7.1% | +2.4% | -5.1% |
| 6M | -8.9% | +2.9% | -11.8% | -9.1% |
| YTD | -19.2% | +18.8% | -38.0% | -18.4% |
| 1Y | +4.5% | +9.4% | -4.9% | +4.6% |
| All | +4.5% | +9.4% | -4.9% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling