+4.5%
TSLA vs KMX
-0.2%
+4.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.2% |
| 7D | -3.4% | -3.4% | 0.0% | -3.1% |
| 30D | +9.2% | +4.0% | +5.2% | +8.7% |
| 3M | -4.7% | +24.8% | -29.5% | -7.0% |
| 6M | -8.9% | +43.6% | -52.6% | -13.2% |
| YTD | -19.2% | +56.6% | -75.8% | -23.8% |
| 1Y | +4.5% | +2.2% | +2.3% | +11.2% |
| All | +4.5% | -0.2% | +4.7% | +11.2% |
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