+29.3%
ELF vs KRMN
+17.6%
+11.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.7% |
| 7D | -11.6% | -11.8% | +0.1% | -9.4% |
| 30D | +4.6% | -43.0% | +47.6% | +17.1% |
| 3M | +59.7% | -28.8% | +88.5% | +69.4% |
| 6M | +21.2% | -66.3% | +87.6% | +48.4% |
| YTD | +27.4% | -51.8% | +79.2% | +39.5% |
| 1Y | -29.8% | -44.7% | +14.9% | -24.7% |
| All | +29.3% | +17.6% | +11.7% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 10y: compounded portfolio wealth divided by compounded KRMN 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…
10y analysis · Full analysis span regression · 6 months rolling