+255.8%
ELV vs KIM
+63.6%
+192.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +1.0% | +0.1% | +0.8% | +0.9% |
| 30D | +0.4% | +14.1% | -13.7% | -2.8% |
| 3M | +8.4% | +6.0% | +2.4% | +6.8% |
| 6M | +8.4% | +13.2% | -4.8% | +4.9% |
| YTD | +24.4% | +30.4% | -6.0% | +16.0% |
| 1Y | +33.5% | +31.0% | +2.5% | +24.3% |
| 3Y | -2.1% | +67.6% | -69.7% | -15.6% |
| 5Y | +5.8% | +35.8% | -30.0% | -5.2% |
| All | +255.8% | +63.6% | +192.2% | +165.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling