-20.4%
ELF vs KIM
+46.2%
-66.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | +5.4% | +0.4% | +4.9% | +5.0% |
| 30D | +27.0% | -4.0% | +31.0% | +30.0% |
| 3M | +113.2% | +0.5% | +112.7% | +111.2% |
| 6M | +36.6% | +3.6% | +33.0% | +32.7% |
| YTD | +44.2% | +20.4% | +23.8% | +27.2% |
| 1Y | -18.0% | +9.7% | -27.7% | -23.3% |
| All | -20.4% | +46.2% | -66.6% | -32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling