+239.3%
KDP vs ELF
+354.8%
-115.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -1.9% | +0.7% |
| 7D | +0.3% | +7.8% | -7.5% | -0.2% |
| 30D | +16.3% | +9.3% | +7.0% | +15.6% |
| 3M | +24.0% | +21.2% | +2.8% | +22.3% |
| 6M | +30.0% | +96.1% | -66.1% | +24.0% |
| YTD | +36.1% | +57.0% | -20.9% | +31.2% |
| 1Y | +46.8% | +61.9% | -15.0% | +41.1% |
| 3Y | +30.5% | +20.0% | +10.5% | +22.2% |
| 5Y | +17.9% | +284.8% | -266.8% | -3.4% |
| 10Y | +239.3% | +364.2% | -125.0% | +153.4% |
| All | +239.3% | +354.8% | -115.6% | +153.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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