+3,970.2%
TSLA vs KWEB
+22.0%
+3,948.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +1.1% |
| 7D | +3.0% | -3.6% | +6.6% | +4.7% |
| 30D | +11.2% | -14.9% | +26.1% | +20.2% |
| 3M | -7.3% | -5.4% | -1.9% | -5.1% |
| 6M | -7.7% | -18.9% | +11.1% | +1.9% |
| YTD | -18.2% | -27.2% | +9.0% | -4.8% |
| 1Y | +6.0% | -34.2% | +40.2% | +30.1% |
| 3Y | +48.0% | +0.6% | +47.4% | +38.0% |
| 5Y | +46.2% | -43.5% | +89.7% | +70.6% |
| 10Y | +2,737.0% | -20.6% | +2,757.6% | +2,419.0% |
| All | +3,970.2% | +22.0% | +3,948.2% | +2,756.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling