+123.4%
ILMN vs KEEL
+169.0%
-45.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.6% | -5.1% | -1.7% |
| 7D | +1.2% | +7.8% | -6.5% | +0.9% |
| 30D | +9.2% | -11.7% | +20.9% | +9.5% |
| 3M | +29.8% | -41.5% | +71.3% | +31.0% |
| 6M | +69.2% | +54.9% | +14.3% | +65.3% |
| YTD | +66.4% | +47.7% | +18.7% | +64.1% |
| 1Y | +123.4% | +177.6% | -54.2% | +105.2% |
| All | +123.4% | +169.0% | -45.6% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 1y: compounded portfolio wealth divided by compounded KEEL 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…
1y analysis · Full analysis span regression · 6 months rolling