+279.2%
ELF vs KIM
+36.8%
+242.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +4.3% | -1.0% | +5.3% | +4.9% |
| 30D | +7.7% | +14.8% | -7.0% | -0.6% |
| 3M | +24.7% | +8.1% | +16.6% | +19.0% |
| 6M | +114.6% | +11.7% | +103.0% | +100.1% |
| YTD | +55.8% | +30.7% | +25.0% | +32.3% |
| 1Y | +51.9% | +29.7% | +22.2% | +29.7% |
| 3Y | +24.6% | +65.1% | -40.5% | -6.0% |
| 5Y | +279.2% | +34.7% | +244.5% | +222.9% |
| All | +279.2% | +36.8% | +242.4% | +222.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling