+31.7%
KRE vs ELV
+24.6%
+7.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | -0.2% |
| 7D | -1.8% | +2.8% | -4.6% | -2.2% |
| 30D | -4.5% | +4.9% | -9.4% | -5.2% |
| 3M | +2.7% | +4.9% | -2.2% | +1.7% |
| 6M | +16.9% | +45.1% | -28.2% | +9.1% |
| YTD | +15.4% | +20.7% | -5.3% | +10.7% |
| 1Y | +16.1% | +35.0% | -19.0% | +8.9% |
| 3Y | +85.7% | -2.4% | +88.2% | +82.9% |
| All | +31.7% | +24.6% | +7.1% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling