+31.8%
ILMN vs KEY
+168.7%
-136.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.8% | -1.6% |
| 7D | +1.2% | +2.2% | -1.0% | +0.7% |
| 30D | +9.2% | -3.0% | +12.2% | +10.0% |
| 3M | +29.8% | +3.3% | +26.5% | +28.6% |
| 6M | +69.2% | +9.2% | +60.0% | +64.9% |
| YTD | +66.4% | +10.6% | +55.7% | +61.0% |
| 1Y | +123.4% | +20.4% | +103.0% | +111.0% |
| 3Y | +33.2% | +121.8% | -88.7% | +7.1% |
| 5Y | -52.0% | +41.1% | -93.1% | -58.2% |
| All | +31.8% | +168.7% | -136.9% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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