+4.6%
TSLA vs KR
-12.5%
+17.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.1% | -6.1% | -5.9% |
| 7D | +1.5% | +1.5% | 0.0% | +2.2% |
| 30D | +10.1% | +4.1% | +6.0% | +11.9% |
| 3M | -15.4% | -5.2% | -10.2% | -16.8% |
| 6M | -12.8% | -12.8% | 0.0% | -17.3% |
| YTD | -21.3% | -4.6% | -16.7% | -21.8% |
| 1Y | +4.6% | -11.7% | +16.3% | +6.0% |
| All | +4.6% | -12.5% | +17.1% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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