+24.3%
ILMN vs KEYS
+1,049.9%
-1,025.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.0% | -1.4% | +0.6% |
| 7D | -5.4% | +3.5% | -8.9% | -7.0% |
| 30D | +7.0% | -4.5% | +11.5% | +8.9% |
| 3M | +24.2% | -0.4% | +24.6% | +22.0% |
| 6M | +69.9% | +19.1% | +50.8% | +50.2% |
| YTD | +57.4% | +66.7% | -9.3% | +12.8% |
| 1Y | +107.9% | +96.5% | +11.4% | +35.7% |
| 3Y | +37.1% | +155.2% | -118.0% | -24.2% |
| 5Y | -53.7% | +88.0% | -141.7% | -70.3% |
| All | +24.3% | +1,049.9% | -1,025.6% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling