-47.6%
ILMN vs KEY
+12.4%
-60.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.7% | -5.4% | -7.4% |
| 7D | -28.3% | -2.5% | -25.8% | -27.7% |
| 30D | -24.0% | +4.1% | -28.0% | -24.8% |
| 3M | +4.1% | -8.4% | +12.4% | +6.6% |
| 6M | +49.6% | -2.3% | +51.8% | +50.1% |
| YTD | +58.6% | +4.6% | +54.0% | +55.3% |
| 1Y | +69.9% | +24.6% | +45.3% | +58.0% |
| 3Y | +82.9% | +112.8% | -29.9% | +48.1% |
| 5Y | -47.6% | +12.9% | -60.5% | -48.7% |
| All | -47.6% | +12.4% | -60.0% | -48.7% |
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 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