+11.1%
KMB vs ELF
+48.3%
-37.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +0.1% | +4.3% | -4.2% | -0.5% |
| 30D | +10.2% | +7.7% | +2.5% | +9.2% |
| 3M | +1.5% | +24.7% | -23.2% | -1.2% |
| 6M | +16.6% | +114.6% | -98.0% | +7.1% |
| YTD | +12.1% | +55.8% | -43.7% | +4.9% |
| 1Y | +11.1% | +51.9% | -40.9% | +4.1% |
| All | +11.1% | +48.3% | -37.2% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling