+93.9%
ILMN vs KEEL
-45.0%
+138.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.1% | -0.8% | -4.5% |
| 7D | -21.6% | -13.6% | -8.0% | -20.6% |
| 30D | -22.9% | -39.1% | +16.3% | -20.4% |
| 3M | +11.6% | -48.9% | +60.5% | +15.7% |
| 6M | +62.5% | -35.4% | +97.9% | +63.6% |
| YTD | +72.7% | -10.6% | +83.4% | +74.8% |
| 1Y | +93.9% | -45.3% | +139.2% | +104.8% |
| All | +93.9% | -45.0% | +138.8% | +104.8% |
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