+84.6%
KRE vs ELF
-27.2%
+111.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.8% |
| 7D | -1.1% | -6.8% | +5.7% | -0.4% |
| 30D | -3.4% | +5.1% | -8.5% | -3.9% |
| 3M | +3.7% | +79.8% | -76.1% | -2.6% |
| 6M | +14.8% | +29.7% | -15.0% | +11.0% |
| YTD | +14.7% | +31.6% | -17.0% | +10.2% |
| 1Y | +16.0% | -27.9% | +43.9% | +17.6% |
| All | +84.6% | -27.2% | +111.8% | +61.3% |
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