+17.9%
KMB vs ELF
+357.0%
-339.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -1.7% |
| 7D | -3.0% | +5.4% | -8.4% | -3.3% |
| 30D | -5.5% | +27.0% | -32.5% | -6.7% |
| 3M | +14.0% | +113.2% | -99.2% | +9.4% |
| 6M | +4.1% | +36.6% | -32.5% | +1.9% |
| YTD | +8.0% | +44.2% | -36.2% | +5.4% |
| 1Y | -13.7% | -18.0% | +4.2% | -14.0% |
| 3Y | -5.9% | -19.9% | +14.0% | -8.3% |
| 5Y | -8.6% | +257.7% | -266.3% | -20.7% |
| All | +17.9% | +357.0% | -339.1% | -1.8% |
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