+23,015.9%
TSLA vs KMX
+195.3%
+22,820.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.3% | +8.3% | +5.7% |
| 7D | +3.4% | -0.7% | +4.1% | +3.6% |
| 30D | +12.0% | +4.1% | +7.9% | +10.0% |
| 3M | -10.0% | +27.5% | -37.5% | -19.4% |
| 6M | -7.2% | +43.6% | -50.8% | -22.3% |
| YTD | -18.1% | +56.8% | -74.9% | -34.7% |
| 1Y | +6.3% | -1.3% | +7.6% | -0.1% |
| 3Y | +48.2% | -25.4% | +73.5% | +53.0% |
| 5Y | +46.5% | -53.9% | +100.4% | +76.6% |
| 10Y | +2,698.1% | +0.7% | +2,697.5% | +2,154.5% |
| All | +23,015.9% | +195.3% | +22,820.6% | +12,115.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling