+61.5%
KDP vs ELAN
-28.2%
+89.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | -3.7% | -5.4% | +1.7% | -3.1% |
| 30D | +6.2% | +4.7% | +1.5% | +5.6% |
| 3M | +1.2% | -3.7% | +4.9% | +1.5% |
| 6M | +15.3% | -1.2% | +16.5% | +14.7% |
| YTD | +14.8% | +2.4% | +12.4% | +13.6% |
| 1Y | +17.6% | +23.4% | -5.8% | +13.6% |
| 3Y | +2.1% | +96.7% | -94.6% | -10.2% |
| 5Y | +2.7% | -30.6% | +33.3% | +6.3% |
| All | +61.5% | -28.2% | +89.7% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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