+107.9%
ILMN vs KEYS
+97.6%
+10.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.0% | -1.4% | +1.8% |
| 7D | -5.4% | +3.5% | -8.9% | -6.0% |
| 30D | +7.0% | -4.5% | +11.5% | +7.9% |
| 3M | +24.2% | -0.4% | +24.6% | +23.0% |
| 6M | +69.9% | +19.1% | +50.8% | +58.9% |
| YTD | +57.4% | +66.7% | -9.3% | +22.3% |
| 1Y | +107.9% | +96.5% | +11.4% | +40.8% |
| All | +107.9% | +97.6% | +10.3% | +40.8% |
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