+14.2%
ELF vs KIM
+57.8%
-43.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.2% | +6.0% |
| 7D | +4.0% | +4.1% | -0.1% | +1.3% |
| 30D | +10.6% | +16.8% | -6.2% | -0.3% |
| 3M | +25.8% | +5.7% | +20.1% | +21.1% |
| 6M | +89.1% | +9.7% | +79.4% | +76.3% |
| YTD | +52.7% | +30.2% | +22.5% | +26.1% |
| 1Y | +51.7% | +32.1% | +19.6% | +23.9% |
| 3Y | +14.2% | +58.6% | -44.4% | -15.3% |
| All | +14.2% | +57.8% | -43.6% | -15.3% |
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