+24,855.0%
TSLA vs KIM
+278.7%
+24,576.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.0% |
| 7D | +15.6% | -0.7% | +16.3% | +16.0% |
| 30D | +5.9% | +13.4% | -7.5% | 0.0% |
| 3M | +21.4% | +6.5% | +14.8% | +17.6% |
| 6M | -8.3% | +10.6% | -18.9% | -13.0% |
| YTD | -11.6% | +29.9% | -41.5% | -22.3% |
| 1Y | -7.7% | +29.6% | -37.3% | -18.8% |
| 3Y | +85.2% | +64.1% | +21.1% | +47.3% |
| 5Y | +15.4% | +35.3% | -19.9% | -0.2% |
| 10Y | +3,061.7% | +63.1% | +2,998.6% | +2,221.2% |
| All | +24,855.0% | +278.7% | +24,576.3% | +9,932.5% |
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