-42.6%
ILMN vs KEY
+16.6%
-59.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.7% | +0.9% | +2.8% |
| 7D | -2.6% | -0.4% | -2.2% | -2.4% |
| 30D | -20.6% | +7.2% | -27.8% | -22.1% |
| 3M | +17.5% | -4.9% | +22.4% | +19.0% |
| 6M | +55.6% | +1.1% | +54.5% | +54.6% |
| YTD | +68.3% | +6.8% | +61.5% | +63.9% |
| 1Y | +81.1% | +23.3% | +57.8% | +69.0% |
| 3Y | +112.2% | +126.1% | -13.9% | +69.5% |
| 5Y | -42.6% | +15.2% | -57.8% | -44.0% |
| All | -42.6% | +16.6% | -59.2% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling