+34.0%
KR vs ELF
-30.3%
+64.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.2% | +0.7% |
| 7D | -2.7% | -10.8% | +8.2% | -3.1% |
| 30D | +1.9% | +0.8% | +1.1% | +2.0% |
| 3M | -11.0% | +64.8% | -75.8% | -8.8% |
| 6M | -20.2% | +19.0% | -39.2% | -19.2% |
| YTD | -7.3% | +25.9% | -33.2% | -5.7% |
| 1Y | -13.1% | -28.8% | +15.7% | -13.3% |
| All | +34.0% | -30.3% | +64.4% | +35.1% |
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 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