+2,664.3%
TSLA vs KMI
+136.8%
+2,527.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | +3.2% | -1.7% | +4.9% | +4.2% |
| 30D | +11.6% | -2.7% | +14.3% | +13.0% |
| 3M | -8.4% | -0.7% | -7.8% | -9.0% |
| 6M | -10.4% | -5.0% | -5.4% | -9.3% |
| YTD | -18.7% | +15.5% | -34.2% | -26.6% |
| 1Y | -0.9% | +16.4% | -17.3% | -11.3% |
| 3Y | +33.6% | +114.2% | -80.6% | -15.9% |
| 5Y | +48.9% | +153.3% | -104.3% | -14.8% |
| All | +2,664.3% | +136.8% | +2,527.5% | +1,330.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling