+93.9%
ILMN vs KEYS
+55.9%
+37.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.3% | +1.4% | -3.4% |
| 7D | -21.6% | -14.8% | -6.8% | -18.5% |
| 30D | -22.9% | -25.6% | +2.7% | -18.4% |
| 3M | +11.6% | -16.2% | +27.8% | +16.1% |
| 6M | +62.5% | -18.6% | +81.2% | +68.8% |
| YTD | +72.7% | +40.7% | +32.0% | +56.5% |
| 1Y | +93.9% | +59.6% | +34.2% | +67.5% |
| All | +93.9% | +55.9% | +37.9% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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