+80.0%
TSLA vs KIM
+62.3%
+17.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.5% | +5.0% |
| 7D | -6.4% | +2.8% | -9.2% | -7.8% |
| 30D | -1.2% | +16.3% | -17.6% | -9.4% |
| 3M | +15.1% | +6.6% | +8.4% | +10.8% |
| 6M | -11.7% | +12.3% | -24.1% | -18.5% |
| YTD | -15.9% | +31.6% | -47.5% | -31.0% |
| 1Y | -12.0% | +31.5% | -43.5% | -27.9% |
| 3Y | +80.0% | +68.0% | +12.0% | +34.2% |
| All | +80.0% | +62.3% | +17.7% | +34.2% |
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