-25.6%
TSLA vs KMI
+21.4%
-47.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -4.2% | -6.6% | -10.8% |
| 7D | -14.8% | -10.3% | -4.4% | -15.6% |
| 30D | -9.7% | -5.3% | -4.4% | -9.9% |
| 3M | +6.9% | -2.1% | +9.0% | +6.9% |
| 6M | -11.7% | -4.8% | -6.9% | -12.7% |
| YTD | -23.6% | +14.0% | -37.5% | -28.4% |
| 1Y | -25.6% | +20.9% | -46.5% | -30.7% |
| All | -25.6% | +21.4% | -47.0% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 1y: compounded portfolio wealth divided by compounded KMI 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…
1y analysis · Full analysis span regression · 6 months rolling