+4.6%
TSLA vs KWEB
-27.0%
+31.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.0% | -7.9% | -7.1% |
| 7D | +1.5% | -1.0% | +2.6% | +2.0% |
| 30D | +10.1% | -8.7% | +18.8% | +16.1% |
| 3M | -15.4% | -4.0% | -11.4% | -13.8% |
| 6M | -12.8% | -13.1% | +0.4% | -5.4% |
| YTD | -21.3% | -23.5% | +2.2% | -7.2% |
| 1Y | +4.6% | -27.2% | +31.7% | +36.8% |
| All | +4.6% | -27.0% | +31.6% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 1y: compounded portfolio wealth divided by compounded KWEB 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…
1y analysis · Full analysis span regression · 6 months rolling