+252.7%
ELV vs KIM
+34.7%
+218.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | -2.2% | -1.0% | -1.2% | -2.0% |
| 30D | -0.2% | -1.1% | +0.9% | +0.1% |
| 3M | -6.1% | -5.3% | -0.8% | -4.9% |
| 6M | +42.8% | +3.9% | +38.9% | +41.1% |
| YTD | +14.4% | +20.3% | -5.9% | +8.8% |
| 1Y | +28.6% | +10.4% | +18.2% | +25.0% |
| 3Y | -7.4% | +46.3% | -53.7% | -17.6% |
| 5Y | +14.5% | +37.6% | -23.1% | +1.9% |
| All | +252.7% | +34.7% | +218.1% | +199.6% |
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