+133.4%
KR vs ELV
+280.2%
-146.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.6% |
| 7D | -0.2% | +3.2% | -3.4% | -0.5% |
| 30D | +5.1% | +5.4% | -0.3% | +4.4% |
| 3M | -8.2% | +5.4% | -13.5% | -8.8% |
| 6M | -18.0% | +45.7% | -63.7% | -21.6% |
| YTD | -4.8% | +21.2% | -26.0% | -7.2% |
| 1Y | -11.0% | +35.6% | -46.6% | -14.6% |
| 3Y | +37.7% | -2.0% | +39.7% | +36.4% |
| 5Y | +52.8% | +26.0% | +26.8% | +47.0% |
| All | +133.4% | +280.2% | -146.8% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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