+34.4%
TSLA vs KO
+63.8%
-29.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.4% |
| 7D | +3.0% | -0.8% | +3.8% | +2.7% |
| 30D | +11.2% | +0.8% | +10.4% | +11.5% |
| 3M | -7.3% | +8.3% | -15.6% | -4.4% |
| 6M | -7.7% | +14.0% | -21.8% | -3.0% |
| YTD | -18.2% | +26.9% | -45.1% | -11.5% |
| 1Y | +6.0% | +32.7% | -26.7% | +16.4% |
| All | +34.4% | +63.8% | -29.3% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling