+138.2%
KR vs ELAN
-28.2%
+166.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.7% |
| 7D | -0.2% | -5.4% | +5.3% | -0.2% |
| 30D | +5.1% | +4.7% | +0.4% | +5.1% |
| 3M | -8.2% | -3.7% | -4.5% | -8.2% |
| 6M | -18.0% | -1.2% | -16.8% | -18.0% |
| YTD | -4.8% | +2.4% | -7.2% | -4.8% |
| 1Y | -11.0% | +23.4% | -34.4% | -11.2% |
| 3Y | +37.7% | +96.7% | -59.0% | +36.1% |
| 5Y | +52.8% | -30.6% | +83.4% | +54.0% |
| All | +138.2% | -28.2% | +166.3% | +138.0% |
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