+22,131.9%
TSLA vs KIM
+251.0%
+21,880.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.2% | -5.8% | -5.8% |
| 7D | +1.5% | +0.4% | +1.1% | +1.3% |
| 30D | +10.1% | -4.0% | +14.1% | +12.0% |
| 3M | -15.4% | +0.5% | -15.9% | -16.1% |
| 6M | -12.8% | +3.6% | -16.4% | -14.7% |
| YTD | -21.3% | +20.4% | -41.7% | -28.2% |
| 1Y | +4.6% | +9.7% | -5.1% | -0.8% |
| 3Y | +44.5% | +46.0% | -1.5% | +21.1% |
| 5Y | +44.8% | +34.4% | +10.4% | +26.4% |
| 10Y | +2,585.4% | +29.3% | +2,556.1% | +2,124.7% |
| All | +22,131.9% | +251.0% | +21,880.9% | +9,166.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling