+121.9%
KRE vs ELV
+280.2%
-158.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -1.8% | +3.2% | -5.0% | -2.9% |
| 30D | -4.5% | +5.4% | -9.9% | -6.2% |
| 3M | +2.7% | +5.4% | -2.6% | +0.3% |
| 6M | +16.9% | +45.7% | -28.9% | +1.8% |
| YTD | +15.4% | +21.2% | -5.8% | +6.0% |
| 1Y | +16.1% | +35.6% | -19.5% | +2.0% |
| 3Y | +85.7% | -2.0% | +87.7% | +77.0% |
| 5Y | +33.3% | +26.0% | +7.3% | +10.0% |
| All | +121.9% | +280.2% | -158.3% | +19.5% |
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