+301.7%
ELF vs KIM
+63.6%
+238.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.6% | +3.8% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +9.1% | +14.1% | -5.0% | +2.5% |
| 3M | +28.2% | +6.0% | +22.2% | +24.5% |
| 6M | +119.5% | +13.2% | +106.3% | +106.2% |
| YTD | +55.2% | +30.4% | +24.8% | +36.5% |
| 1Y | +58.6% | +31.0% | +27.6% | +39.3% |
| 3Y | +21.3% | +67.6% | -46.4% | -4.3% |
| 5Y | +276.2% | +35.8% | +240.4% | +220.9% |
| All | +301.7% | +63.6% | +238.1% | +176.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling