+2,664.3%
TSLA vs KMX
+11.6%
+2,652.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | 0.0% |
| 7D | +3.2% | -3.1% | +6.3% | +4.4% |
| 30D | +11.6% | +4.4% | +7.1% | +9.4% |
| 3M | -8.4% | +18.9% | -27.4% | -15.6% |
| 6M | -10.4% | +44.3% | -54.7% | -25.1% |
| YTD | -18.7% | +58.7% | -77.4% | -35.5% |
| 1Y | -0.9% | +0.1% | -1.0% | -7.0% |
| 3Y | +33.6% | -24.4% | +58.0% | +38.2% |
| 5Y | +48.9% | -54.4% | +103.3% | +81.0% |
| All | +2,664.3% | +11.6% | +2,652.7% | +2,277.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling