+2.7%
TSLA vs KRMN
+17.6%
-14.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.1% |
| 7D | +3.2% | -11.8% | +15.0% | +6.0% |
| 30D | +11.6% | -43.0% | +54.6% | +26.8% |
| 3M | -8.4% | -28.8% | +20.4% | -2.7% |
| 6M | -10.4% | -66.3% | +56.0% | +14.5% |
| YTD | -18.7% | -51.8% | +33.0% | -10.2% |
| 1Y | -0.9% | -44.7% | +43.8% | +2.6% |
| All | +2.7% | +17.6% | -14.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling