+177.2%
KDP vs ELF
+334.6%
-157.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | +0.2% |
| 7D | +2.1% | -1.2% | +3.2% | +2.1% |
| 30D | +8.5% | +5.9% | +2.6% | +8.0% |
| 3M | +6.6% | +99.5% | -92.9% | +1.7% |
| 6M | +17.1% | +26.5% | -9.5% | +14.7% |
| YTD | +19.0% | +37.2% | -18.1% | +15.8% |
| 1Y | +21.8% | -24.4% | +46.2% | +22.1% |
| 3Y | +6.4% | -23.3% | +29.8% | +3.2% |
| 5Y | +5.1% | +245.2% | -240.0% | -13.4% |
| All | +177.2% | +334.6% | -157.4% | +109.9% |
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