+347.2%
ELF vs KIM
+43.6%
+303.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +6.3% | +2.8% | +3.5% | +5.0% |
| 30D | +8.5% | +15.9% | -7.4% | +1.2% |
| 3M | +24.4% | +7.8% | +16.7% | +19.9% |
| 6M | +94.7% | +11.9% | +82.8% | +83.9% |
| YTD | +55.9% | +31.0% | +24.8% | +36.8% |
| 1Y | +48.4% | +32.3% | +16.1% | +29.7% |
| 3Y | +24.6% | +65.5% | -40.8% | -1.2% |
| 5Y | +285.0% | +37.2% | +247.8% | +226.8% |
| 10Y | +357.2% | +63.9% | +293.3% | +219.8% |
| All | +347.2% | +43.6% | +303.7% | +231.4% |
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