-24.6%
KVUE vs ELF
+8.3%
-32.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.6% | -3.3% |
| 7D | -7.2% | -6.8% | -0.4% | -6.9% |
| 30D | -5.7% | +5.1% | -10.8% | -5.9% |
| 3M | +0.2% | +79.8% | -79.6% | -2.5% |
| 6M | 0.0% | +29.7% | -29.7% | -1.5% |
| YTD | +6.5% | +31.6% | -25.1% | +4.7% |
| 1Y | -1.4% | -27.9% | +26.5% | -1.4% |
| 3Y | -5.6% | -26.4% | +20.8% | -9.5% |
| All | -24.6% | +8.3% | -32.9% | -29.9% |
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