+33.6%
TSLA vs KR
+33.5%
+0.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +1.3% |
| 7D | +3.2% | -0.2% | +3.4% | +3.2% |
| 30D | +11.6% | +5.1% | +6.5% | +13.2% |
| 3M | -8.4% | -8.2% | -0.3% | -10.2% |
| 6M | -10.4% | -18.0% | +7.6% | -14.3% |
| YTD | -18.7% | -4.8% | -14.0% | -19.3% |
| 1Y | -0.9% | -11.0% | +10.1% | -2.5% |
| 3Y | +33.6% | +37.7% | -4.1% | +28.2% |
| All | +33.6% | +33.5% | +0.1% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling