+48.1%
TSLA vs KMI
+151.2%
-103.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.3% |
| 7D | -3.4% | -2.1% | -1.3% | -2.3% |
| 30D | +9.2% | -1.7% | +10.9% | +10.0% |
| 3M | -4.7% | -1.9% | -2.8% | -4.8% |
| 6M | -8.9% | -4.3% | -4.6% | -8.2% |
| YTD | -19.2% | +15.8% | -35.0% | -28.2% |
| 1Y | +4.5% | +17.6% | -13.0% | -8.6% |
| 3Y | +46.3% | +113.1% | -66.8% | -14.3% |
| 5Y | +48.1% | +154.0% | -105.9% | -23.5% |
| All | +48.1% | +151.2% | -103.0% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling