+214.2%
KDP vs ELF
+383.9%
-169.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.7% | -6.4% | -1.1% |
| 7D | +2.2% | +4.0% | -1.8% | +1.9% |
| 30D | +19.9% | +10.6% | +9.4% | +19.1% |
| 3M | +21.5% | +25.8% | -4.3% | +19.5% |
| 6M | +30.1% | +89.1% | -59.0% | +24.3% |
| YTD | +34.9% | +52.7% | -17.8% | +30.2% |
| 1Y | +43.4% | +51.7% | -8.4% | +38.3% |
| 3Y | +29.1% | +14.2% | +14.9% | +21.2% |
| 5Y | +15.0% | +270.7% | -255.7% | -5.7% |
| 10Y | +234.1% | +341.9% | -107.9% | +151.2% |
| All | +214.2% | +383.9% | -169.7% | +136.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling