-30.4%
ELAN vs KIM
+35.9%
-66.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | -5.4% | -1.7% | -3.7% | -4.4% |
| 30D | +4.7% | -3.0% | +7.7% | +6.7% |
| 3M | -3.7% | -8.9% | +5.2% | +2.1% |
| 6M | -1.2% | +2.4% | -3.6% | -2.7% |
| YTD | +2.4% | +18.3% | -16.0% | -8.3% |
| 1Y | +23.4% | +8.2% | +15.2% | +16.8% |
| 3Y | +96.7% | +44.0% | +52.7% | +52.7% |
| All | -30.4% | +35.9% | -66.2% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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