+76.0%
ILMN vs KEY
+24.1%
+51.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.6% |
| 7D | -9.7% | -1.3% | -8.4% | -9.4% |
| 30D | -20.4% | +5.1% | -25.5% | -20.6% |
| 3M | +10.0% | -7.1% | +17.1% | +11.0% |
| 6M | +49.5% | -4.4% | +53.9% | +51.0% |
| YTD | +62.5% | +4.0% | +58.5% | +53.3% |
| 1Y | +76.0% | +23.4% | +52.6% | +52.0% |
| All | +76.0% | +24.1% | +51.9% | +52.0% |
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