+23,652.3%
TSLA vs KMI
+111.3%
+23,540.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.8% | +2.1% | +3.1% |
| 7D | +3.4% | -0.4% | +3.8% | +3.6% |
| 30D | +12.0% | +3.7% | +8.4% | +10.0% |
| 3M | -10.0% | +3.2% | -13.1% | -12.0% |
| 6M | -7.2% | -3.0% | -4.2% | -7.1% |
| YTD | -18.1% | +19.7% | -37.8% | -25.9% |
| 1Y | +6.3% | +25.6% | -19.3% | -6.4% |
| 3Y | +48.2% | +120.2% | -72.1% | +0.1% |
| 5Y | +46.5% | +160.5% | -114.0% | -8.3% |
| 10Y | +2,698.1% | +134.8% | +2,563.3% | +1,602.5% |
| All | +23,652.3% | +111.3% | +23,540.9% | +14,019.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling