+126.7%
TSLA vs KVUE
-20.4%
+147.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +3.2% | -5.1% | +8.3% | +3.4% |
| 30D | +11.6% | -6.3% | +17.9% | +11.8% |
| 3M | -8.4% | -0.5% | -7.9% | -8.5% |
| 6M | -10.4% | +3.1% | -13.5% | -10.7% |
| YTD | -18.7% | +6.7% | -25.4% | -19.2% |
| 1Y | -0.9% | -1.1% | +0.2% | -1.3% |
| 3Y | +33.6% | -8.7% | +42.3% | +34.8% |
| All | +126.7% | -20.4% | +147.1% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KVUE.
Daily Out/Under-Performance
Portfolio return minus KVUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVUE 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 KVUE 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