-14.7%
TSLA vs KIM
+31.2%
-45.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.4% |
| 7D | -4.7% | +2.8% | -7.5% | -4.1% |
| 30D | -0.8% | +15.9% | -16.6% | +2.1% |
| 3M | +14.8% | +7.8% | +7.0% | +17.0% |
| 6M | -11.3% | +11.9% | -23.2% | -9.6% |
| YTD | -15.6% | +31.0% | -46.6% | -13.3% |
| 1Y | -14.7% | +32.3% | -47.0% | -13.1% |
| All | -14.7% | +31.2% | -45.9% | -13.1% |
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