+4.6%
TSLA vs KMX
+5.0%
-0.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.0% | -7.0% | -6.0% |
| 7D | +1.5% | +1.9% | -0.4% | +1.3% |
| 30D | +10.1% | +11.7% | -1.6% | +8.9% |
| 3M | -15.4% | +34.9% | -50.3% | -18.0% |
| 6M | -12.8% | +50.3% | -63.0% | -17.1% |
| YTD | -21.3% | +63.8% | -85.1% | -26.0% |
| 1Y | +4.6% | +3.8% | +0.8% | +10.5% |
| All | +4.6% | +5.0% | -0.4% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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