+129.3%
KR vs ELF
+334.6%
-205.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.9% | +2.5% | -2.4% |
| 7D | -1.3% | -1.2% | -0.1% | -1.3% |
| 30D | +1.5% | +5.9% | -4.4% | +1.5% |
| 3M | -8.5% | +99.5% | -108.0% | -8.6% |
| 6M | -21.9% | +26.5% | -48.4% | -21.9% |
| YTD | -6.9% | +37.2% | -44.1% | -6.9% |
| 1Y | -14.0% | -24.4% | +10.4% | -13.7% |
| 3Y | +30.3% | -23.3% | +53.6% | +30.0% |
| 5Y | +37.7% | +245.2% | -207.4% | +28.9% |
| All | +129.3% | +334.6% | -205.3% | +109.6% |
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