+2,664.3%
TSLA vs KLAC
+2,966.2%
-301.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.4% | -0.6% |
| 7D | +3.2% | -2.7% | +5.9% | +4.7% |
| 30D | +11.6% | -13.2% | +24.7% | +19.7% |
| 3M | -8.4% | -25.0% | +16.6% | +3.0% |
| 6M | -10.4% | +23.6% | -34.0% | -26.5% |
| YTD | -18.7% | +49.2% | -68.0% | -42.6% |
| 1Y | -0.9% | +89.3% | -90.2% | -39.8% |
| 3Y | +33.6% | +274.4% | -240.8% | -49.0% |
| 5Y | +48.9% | +440.9% | -392.0% | -55.7% |
| All | +2,664.3% | +2,966.2% | -301.9% | +241.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KLAC.
Daily Out/Under-Performance
Portfolio return minus KLAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KLAC 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 10y: compounded portfolio wealth divided by compounded KLAC 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…
10y analysis · Full analysis span regression · 6 months rolling