+3.4%
TSLA vs KRMN
+32.3%
-28.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.1% |
| 7D | +3.4% | -3.4% | +6.8% | +4.2% |
| 30D | +12.0% | -31.8% | +43.9% | +22.2% |
| 3M | -10.0% | -20.0% | +10.1% | -6.7% |
| 6M | -7.2% | -60.5% | +53.3% | +14.2% |
| YTD | -18.1% | -45.8% | +27.6% | -11.8% |
| 1Y | +6.3% | -36.4% | +42.6% | +6.5% |
| All | +3.4% | +32.3% | -28.9% | -34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling