+21.8%
KMB vs ELF
+383.9%
-362.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.7% | -7.6% | -2.2% |
| 7D | +0.5% | +4.0% | -3.5% | +0.2% |
| 30D | +12.4% | +10.6% | +1.8% | +11.7% |
| 3M | +1.0% | +25.8% | -24.8% | -0.3% |
| 6M | +12.1% | +89.1% | -76.9% | +8.1% |
| YTD | +11.6% | +52.7% | -41.1% | +8.4% |
| 1Y | +13.1% | +51.7% | -38.6% | +9.8% |
| 3Y | +1.6% | +14.2% | -12.6% | -3.0% |
| 5Y | -0.3% | +270.7% | -271.0% | -13.6% |
| 10Y | +37.9% | +341.9% | -304.0% | +14.5% |
| All | +21.8% | +383.9% | -362.1% | +1.1% |
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