-33.4%
ELAN vs KIM
+110.4%
-143.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.8% | -2.4% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | +8.4% | -1.7% | +10.1% | +9.1% |
| 3M | +1.2% | -0.8% | +2.0% | +1.5% |
| 6M | +2.6% | +4.4% | -1.8% | +0.8% |
| YTD | +5.9% | +21.2% | -15.3% | -2.4% |
| 1Y | +25.8% | +10.5% | +15.3% | +20.4% |
| 3Y | +106.8% | +47.5% | +59.3% | +75.4% |
| 5Y | -29.3% | +37.1% | -66.4% | -38.3% |
| All | -33.4% | +110.4% | -143.9% | -53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling