-13.3%
TSLA vs KO
+43.6%
-56.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -2.9% |
| 7D | -4.7% | +4.4% | -9.1% | -2.8% |
| 30D | +1.7% | +10.7% | -9.0% | +6.5% |
| 3M | +17.7% | +11.3% | +6.3% | +23.7% |
| 6M | -1.9% | +24.0% | -25.9% | +9.5% |
| YTD | -14.3% | +39.7% | -54.0% | -1.5% |
| 1Y | -13.3% | +43.2% | -56.5% | +1.6% |
| All | -13.3% | +43.6% | -56.9% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KO.
Daily Out/Under-Performance
Portfolio return minus KO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KO 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 KO 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