+15.5%
TSLA vs KMI
+148.3%
-132.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | +8.9% | +6.5% | +2.4% | +5.2% |
| 30D | +6.3% | -3.4% | +9.7% | +8.2% |
| 3M | +14.8% | +0.4% | +14.4% | +14.0% |
| 6M | -12.4% | -0.9% | -11.4% | -13.3% |
| YTD | -13.2% | +20.5% | -33.7% | -25.2% |
| 1Y | -2.9% | +23.2% | -26.1% | -17.8% |
| 3Y | +74.4% | +121.6% | -47.2% | -2.9% |
| All | +15.5% | +148.3% | -132.8% | -42.5% |
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