+127.7%
KRE vs ELF
+357.0%
-229.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.2% |
| 7D | +1.3% | +5.4% | -4.0% | +0.4% |
| 30D | -2.7% | +27.0% | -29.7% | -6.7% |
| 3M | +8.2% | +113.2% | -105.0% | -5.3% |
| 6M | +12.8% | +36.6% | -23.8% | +5.6% |
| YTD | +17.5% | +44.2% | -26.7% | +8.3% |
| 1Y | +16.6% | -18.0% | +34.6% | +16.1% |
| 3Y | +79.5% | -19.9% | +99.4% | +64.9% |
| 5Y | +32.4% | +257.7% | -225.3% | -16.4% |
| All | +127.7% | +357.0% | -229.2% | +23.0% |
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