+47.6%
TSLA vs KR
+52.3%
-4.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.8% |
| 7D | +3.2% | -0.2% | +3.4% | +3.2% |
| 30D | +11.6% | +5.1% | +6.5% | +12.3% |
| 3M | -8.4% | -8.2% | -0.3% | -9.1% |
| 6M | -10.4% | -18.0% | +7.6% | -11.9% |
| YTD | -18.7% | -4.8% | -14.0% | -19.1% |
| 1Y | -0.9% | -11.0% | +10.1% | -1.6% |
| 3Y | +33.6% | +37.7% | -4.1% | +29.4% |
| All | +47.6% | +52.3% | -4.8% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling