+52.0%
KR vs ELF
+217.5%
-165.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.7% |
| 7D | -0.2% | -11.6% | +11.5% | -0.4% |
| 30D | +5.1% | +4.6% | +0.4% | +5.2% |
| 3M | -8.2% | +59.7% | -67.9% | -7.2% |
| 6M | -18.0% | +21.2% | -39.2% | -17.4% |
| YTD | -4.8% | +27.4% | -32.2% | -4.0% |
| 1Y | -11.0% | -29.8% | +18.8% | -10.9% |
| 3Y | +37.7% | -28.5% | +66.1% | +38.0% |
| All | +52.0% | +217.5% | -165.5% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling