+31.7%
KRE vs ELAN
-30.9%
+62.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | -0.2% |
| 7D | -1.8% | -5.4% | +3.6% | -0.5% |
| 30D | -4.5% | +4.7% | -9.2% | -5.7% |
| 3M | +2.7% | -3.7% | +6.4% | +3.1% |
| 6M | +16.9% | -1.2% | +18.0% | +15.3% |
| YTD | +15.4% | +2.4% | +13.0% | +12.5% |
| 1Y | +16.1% | +23.4% | -7.3% | +7.4% |
| 3Y | +85.7% | +96.7% | -11.0% | +40.1% |
| All | +31.7% | -30.9% | +62.6% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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