-24.2%
ILMN vs KEEL
+312.2%
-336.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +7.5% | -10.8% | -3.7% |
| 7D | +1.9% | +21.5% | -19.6% | +0.8% |
| 30D | +12.3% | -3.9% | +16.2% | +12.3% |
| 3M | +33.5% | -34.1% | +67.6% | +35.5% |
| 6M | +69.4% | +82.8% | -13.5% | +61.6% |
| YTD | +60.9% | +58.7% | +2.2% | +53.7% |
| 1Y | +115.0% | +191.4% | -76.4% | +95.0% |
| 3Y | +37.0% | +205.7% | -168.7% | +20.1% |
| 5Y | -53.1% | -37.0% | -16.1% | -58.9% |
| All | -24.2% | +312.2% | -336.3% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling