+152.5%
KRE vs ELV
+613.2%
-460.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.7% |
| 7D | +2.3% | -0.3% | +2.6% | +2.4% |
| 30D | -2.5% | +2.0% | -4.5% | -3.4% |
| 3M | +6.2% | -3.5% | +9.7% | +6.8% |
| 6M | +15.8% | +40.2% | -24.4% | -0.6% |
| YTD | +16.0% | +15.8% | +0.2% | +6.4% |
| 1Y | +16.2% | +33.2% | -17.0% | -0.1% |
| 3Y | +86.4% | -6.2% | +92.6% | +77.7% |
| 5Y | +33.0% | +16.4% | +16.5% | +11.3% |
| 10Y | +123.0% | +259.8% | -136.8% | +2.5% |
| All | +152.5% | +613.2% | -460.7% | -41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling