+15.5%
TSLA vs KO
+103.2%
-87.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -1.8% |
| 7D | +8.9% | +3.7% | +5.2% | +8.9% |
| 30D | +6.3% | +8.1% | -1.9% | +6.3% |
| 3M | +14.8% | +14.2% | +0.6% | +14.7% |
| 6M | -12.4% | +25.2% | -37.6% | -12.7% |
| YTD | -13.2% | +44.7% | -58.0% | -15.2% |
| 1Y | -2.9% | +43.4% | -46.3% | -5.0% |
| 3Y | +74.4% | +90.1% | -15.6% | +50.3% |
| All | +15.5% | +103.2% | -87.7% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling