+338.3%
ELF vs KIM
+42.7%
+295.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.2% | +5.9% |
| 7D | +4.0% | +4.1% | -0.1% | +2.0% |
| 30D | +10.6% | +16.8% | -6.2% | +2.7% |
| 3M | +25.8% | +5.7% | +20.1% | +22.4% |
| 6M | +89.1% | +9.7% | +79.4% | +80.2% |
| YTD | +52.7% | +30.2% | +22.5% | +34.4% |
| 1Y | +51.7% | +32.1% | +19.6% | +32.6% |
| 3Y | +14.2% | +58.6% | -44.4% | -7.8% |
| 5Y | +270.7% | +31.2% | +239.5% | +220.6% |
| 10Y | +341.9% | +66.7% | +275.3% | +208.9% |
| All | +338.3% | +42.7% | +295.6% | +225.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling