+134.4%
KR vs ELF
+303.8%
-169.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.7% |
| 7D | -0.2% | -11.6% | +11.5% | -0.1% |
| 30D | +5.1% | +4.6% | +0.4% | +5.0% |
| 3M | -8.2% | +59.7% | -67.9% | -8.2% |
| 6M | -18.0% | +21.2% | -39.2% | -18.0% |
| YTD | -4.8% | +27.4% | -32.2% | -4.8% |
| 1Y | -11.0% | -29.8% | +18.8% | -10.7% |
| 3Y | +37.7% | -28.5% | +66.1% | +37.3% |
| 5Y | +52.8% | +220.0% | -167.3% | +43.0% |
| All | +134.4% | +303.8% | -169.3% | +114.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling