+46.0%
ELF vs KIM
+29.4%
+16.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.5% | -3.9% |
| 7D | +3.4% | -0.7% | +4.0% | +3.7% |
| 30D | +5.0% | +13.4% | -8.4% | -1.1% |
| 3M | +22.6% | +6.5% | +16.0% | +19.3% |
| 6M | +104.0% | +10.6% | +93.4% | +90.2% |
| YTD | +49.3% | +29.9% | +19.4% | +23.1% |
| 1Y | +46.0% | +29.6% | +16.5% | +20.8% |
| All | +46.0% | +29.4% | +16.6% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling