+33.7%
ILMN vs KEYS
+144.6%
-110.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.2% |
| 7D | -9.2% | +0.9% | -10.1% | -9.6% |
| 30D | +4.4% | -5.3% | +9.6% | +6.2% |
| 3M | +23.9% | +0.5% | +23.4% | +21.2% |
| 6M | +64.5% | +14.0% | +50.5% | +50.0% |
| YTD | +53.5% | +60.3% | -6.8% | +13.1% |
| 1Y | +110.8% | +91.3% | +19.5% | +39.3% |
| All | +33.7% | +144.6% | -110.9% | -31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling