+22,131.9%
TSLA vs KO
+467.8%
+21,664.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.8% | -5.1% | -5.6% |
| 7D | +1.5% | -1.8% | +3.3% | +2.4% |
| 30D | +10.1% | +1.4% | +8.7% | +9.4% |
| 3M | -15.4% | +15.4% | -30.8% | -21.4% |
| 6M | -12.8% | +14.3% | -27.0% | -18.9% |
| YTD | -21.3% | +27.7% | -48.9% | -30.9% |
| 1Y | +4.6% | +32.7% | -28.1% | -10.5% |
| 3Y | +44.5% | +62.2% | -17.7% | +7.2% |
| 5Y | +44.8% | +80.0% | -35.2% | -0.1% |
| 10Y | +2,585.4% | +175.6% | +2,409.8% | +1,284.2% |
| All | +22,131.9% | +467.8% | +21,664.1% | +6,660.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling