+48.2%
TSLA vs KIM
+47.7%
+0.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.6% |
| 7D | +3.4% | -0.3% | +3.7% | +3.6% |
| 30D | +12.0% | -1.7% | +13.8% | +13.1% |
| 3M | -10.0% | -0.8% | -9.2% | -10.2% |
| 6M | -7.2% | +4.4% | -11.6% | -10.8% |
| YTD | -18.1% | +21.2% | -39.4% | -29.4% |
| 1Y | +6.3% | +10.5% | -4.3% | -2.3% |
| 3Y | +48.2% | +47.5% | +0.7% | +19.9% |
| All | +48.2% | +47.7% | +0.4% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling