+17.9%
KMB vs ELAN
-25.7%
+43.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.2% | -1.8% |
| 7D | -2.7% | +0.3% | -3.0% | -2.7% |
| 30D | -5.0% | +8.4% | -13.4% | -5.6% |
| 3M | +6.6% | +1.2% | +5.3% | +6.4% |
| 6M | +1.0% | +2.6% | -1.6% | +0.4% |
| YTD | +6.0% | +5.9% | 0.0% | +5.1% |
| 1Y | -16.6% | +25.8% | -42.5% | -18.4% |
| 3Y | -8.6% | +106.8% | -115.5% | -15.6% |
| 5Y | -10.9% | -29.3% | +18.4% | -9.1% |
| All | +17.9% | -25.7% | +43.6% | +10.0% |
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