+74.4%
TSLA vs KO
+91.1%
-16.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -1.1% |
| 7D | +8.9% | +3.7% | +5.2% | +10.6% |
| 30D | +6.3% | +8.1% | -1.9% | +9.9% |
| 3M | +14.8% | +14.2% | +0.6% | +21.3% |
| 6M | -12.4% | +25.2% | -37.6% | -3.2% |
| YTD | -13.2% | +44.7% | -58.0% | +1.2% |
| 1Y | -2.9% | +43.4% | -46.3% | +12.8% |
| 3Y | +74.4% | +90.1% | -15.6% | +105.1% |
| All | +74.4% | +91.1% | -16.7% | +105.1% |
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