+2.1%
TSLA vs KRMN
+14.6%
-12.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.6% |
| 7D | -3.4% | -15.1% | +11.7% | +0.1% |
| 30D | +9.2% | -44.5% | +53.7% | +24.9% |
| 3M | -4.7% | -25.0% | +20.3% | -0.3% |
| 6M | -8.9% | -66.5% | +57.6% | +16.4% |
| YTD | -19.2% | -53.0% | +33.8% | -10.1% |
| 1Y | +4.5% | -44.7% | +49.3% | +7.9% |
| All | +2.1% | +14.6% | -12.5% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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