+56.0%
ILMN vs KEY
+96.4%
-40.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | -2.9% | +2.9% | -5.8% | -3.6% |
| 30D | -23.8% | +8.4% | -32.3% | -25.4% |
| 3M | +7.5% | -5.8% | +13.2% | +9.1% |
| 6M | +42.8% | +5.4% | +37.3% | +40.4% |
| YTD | +57.8% | +7.1% | +50.8% | +54.0% |
| 1Y | +72.6% | +26.8% | +45.8% | +60.9% |
| 3Y | +129.3% | +128.7% | +0.7% | +83.4% |
| 5Y | -44.5% | +13.6% | -58.1% | -49.0% |
| All | +56.0% | +96.4% | -40.4% | +23.7% |
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