+123.4%
ILMN vs KEYS
+98.0%
+25.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.8% |
| 7D | +1.2% | +2.3% | -1.0% | +0.8% |
| 30D | +9.2% | -2.6% | +11.8% | +9.5% |
| 3M | +29.8% | -4.6% | +34.5% | +29.7% |
| 6M | +69.2% | +8.7% | +60.5% | +61.9% |
| YTD | +66.4% | +61.0% | +5.3% | +30.0% |
| 1Y | +123.4% | +96.0% | +27.4% | +46.6% |
| All | +123.4% | +98.0% | +25.4% | +46.6% |
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