+1.6%
KMB vs ELF
+18.9%
-17.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.7% | -7.6% | -2.1% |
| 7D | +0.5% | +4.0% | -3.5% | +0.3% |
| 30D | +12.4% | +10.6% | +1.8% | +11.9% |
| 3M | +1.0% | +25.8% | -24.8% | 0.0% |
| 6M | +12.1% | +89.1% | -76.9% | +9.5% |
| YTD | +11.6% | +52.7% | -41.1% | +9.4% |
| 1Y | +13.1% | +51.7% | -38.6% | +10.8% |
| 3Y | +1.6% | +14.2% | -12.6% | -2.0% |
| All | +1.6% | +18.9% | -17.3% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling