-25.8%
ILMN vs KEEL
+294.5%
-320.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.8% | -1.2% | +2.4% |
| 7D | -5.4% | +2.9% | -8.3% | -5.6% |
| 30D | +7.0% | +0.8% | +6.2% | +6.8% |
| 3M | +24.2% | -35.3% | +59.5% | +26.1% |
| 6M | +69.9% | +59.4% | +10.5% | +63.3% |
| YTD | +57.4% | +51.9% | +5.5% | +50.7% |
| 1Y | +107.9% | +75.0% | +32.9% | +94.6% |
| 3Y | +37.1% | +224.5% | -187.4% | +20.0% |
| 5Y | -53.7% | -35.9% | -17.8% | -59.2% |
| All | -25.8% | +294.5% | -320.3% | -29.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling