+57.4%
ELF vs KRMN
+35.5%
+21.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.5% | +3.8% |
| 7D | +1.6% | -10.9% | +12.4% | +3.7% |
| 30D | +9.1% | +34.9% | -25.8% | +1.4% |
| 3M | +28.2% | -32.8% | +61.0% | +36.1% |
| 6M | +119.5% | -39.6% | +159.1% | +135.2% |
| YTD | +55.2% | -44.4% | +99.6% | +61.9% |
| 1Y | +58.6% | -32.2% | +90.8% | +55.4% |
| All | +57.4% | +35.5% | +21.9% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling