+239.1%
KDP vs ELF
+316.3%
-77.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -4.2% | -3.2% | -7.1% |
| 7D | -4.0% | +3.4% | -7.3% | -4.2% |
| 30D | +8.5% | +5.0% | +3.5% | +8.1% |
| 3M | +20.7% | +22.6% | -1.9% | +19.0% |
| 6M | +23.2% | +104.0% | -80.8% | +17.2% |
| YTD | +30.5% | +49.3% | -18.8% | +26.2% |
| 1Y | +35.9% | +46.0% | -10.2% | +31.5% |
| 3Y | +24.8% | +19.4% | +5.4% | +16.8% |
| 5Y | +13.4% | +262.0% | -248.6% | -6.8% |
| All | +239.1% | +316.3% | -77.2% | +158.9% |
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