+67.5%
KDP vs ELAN
-25.7%
+93.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +0.1% |
| 7D | +2.1% | +0.3% | +1.8% | +2.0% |
| 30D | +8.5% | +8.4% | +0.1% | +7.4% |
| 3M | +6.6% | +1.2% | +5.4% | +6.2% |
| 6M | +17.1% | +2.6% | +14.5% | +16.0% |
| YTD | +19.0% | +5.9% | +13.1% | +17.4% |
| 1Y | +21.8% | +25.8% | -4.1% | +17.4% |
| 3Y | +6.4% | +106.8% | -100.4% | -7.0% |
| 5Y | +5.1% | -29.3% | +34.4% | +8.7% |
| All | +67.5% | -25.7% | +93.2% | +55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling