+4.4%
ELV vs KRMN
+17.4%
-13.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -11.3% | +10.0% | -1.0% |
| 7D | -2.2% | -12.9% | +10.7% | -2.0% |
| 30D | -0.2% | -43.3% | +43.1% | +0.8% |
| 3M | -6.1% | -27.2% | +21.1% | -5.6% |
| 6M | +42.8% | -66.8% | +109.6% | +44.8% |
| YTD | +14.4% | -51.9% | +66.2% | +14.3% |
| 1Y | +28.6% | -43.7% | +72.3% | +27.7% |
| All | +4.4% | +17.4% | -13.0% | -2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling