+2,664.3%
TSLA vs KWEB
-19.7%
+2,684.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.2% |
| 7D | +3.2% | -5.6% | +8.8% | +6.0% |
| 30D | +11.6% | -10.7% | +22.3% | +17.5% |
| 3M | -8.4% | -7.4% | -1.0% | -5.4% |
| 6M | -10.4% | -19.3% | +8.9% | -1.2% |
| YTD | -18.7% | -27.8% | +9.0% | -5.8% |
| 1Y | -0.9% | -35.9% | +35.0% | +21.9% |
| 3Y | +33.6% | -1.9% | +35.5% | +26.8% |
| 5Y | +48.9% | -43.2% | +92.1% | +77.2% |
| All | +2,664.3% | -19.7% | +2,684.0% | +2,363.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling