+71.8%
ILMN vs KEY
+22.3%
+49.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +0.7% | +1.8% | -1.0% | +0.4% |
| 30D | -22.7% | +7.1% | -29.9% | -23.2% |
| 3M | +8.6% | -5.9% | +14.5% | +9.3% |
| 6M | +43.8% | +2.2% | +41.6% | +43.1% |
| YTD | +59.8% | +6.4% | +53.4% | +49.4% |
| 1Y | +71.8% | +24.8% | +47.0% | +44.1% |
| All | +71.8% | +22.3% | +49.5% | +44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling