+2,664.3%
TSLA vs KNX
+166.7%
+2,497.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +1.1% |
| 7D | +3.2% | -5.6% | +8.8% | +5.4% |
| 30D | +11.6% | -4.4% | +16.0% | +13.4% |
| 3M | -8.4% | -17.3% | +8.9% | -1.8% |
| 6M | -10.4% | +22.6% | -33.0% | -18.1% |
| YTD | -18.7% | +31.1% | -49.9% | -28.1% |
| 1Y | -0.9% | +60.2% | -61.1% | -20.0% |
| 3Y | +33.6% | +35.8% | -2.2% | +13.4% |
| 5Y | +48.9% | +38.9% | +10.0% | +24.4% |
| All | +2,664.3% | +166.7% | +2,497.6% | +1,702.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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