+34.4%
TSLA vs KMX
-26.3%
+60.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +3.0% | -1.9% | +4.9% | +3.5% |
| 30D | +11.2% | +2.6% | +8.6% | +10.1% |
| 3M | -7.3% | +25.6% | -32.9% | -14.2% |
| 6M | -7.7% | +41.9% | -49.6% | -19.2% |
| YTD | -18.2% | +56.0% | -74.2% | -31.6% |
| 1Y | +6.0% | -1.8% | +7.8% | +5.9% |
| All | +34.4% | -26.3% | +60.8% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling