+2,664.3%
TSLA vs KRE
+124.8%
+2,539.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +3.2% | -1.8% | +5.0% | +4.2% |
| 30D | +11.6% | -4.5% | +16.1% | +14.2% |
| 3M | -8.4% | +2.7% | -11.2% | -9.9% |
| 6M | -10.4% | +16.9% | -27.2% | -17.9% |
| YTD | -18.7% | +15.4% | -34.1% | -25.3% |
| 1Y | -0.9% | +16.1% | -17.0% | -9.7% |
| 3Y | +33.6% | +85.7% | -52.1% | -3.0% |
| 5Y | +48.9% | +33.3% | +15.6% | +27.5% |
| All | +2,664.3% | +124.8% | +2,539.5% | +1,922.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 10y: compounded portfolio wealth divided by compounded KRE 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…
10y analysis · Full analysis span regression · 6 months rolling