-54.8%
ILMN vs KEYS
+79.0%
-133.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.0% |
| 7D | -9.2% | +0.9% | -10.1% | -9.7% |
| 30D | +4.4% | -5.3% | +9.6% | +6.6% |
| 3M | +23.9% | +0.5% | +23.4% | +20.6% |
| 6M | +64.5% | +14.0% | +50.5% | +47.3% |
| YTD | +53.5% | +60.3% | -6.8% | +8.0% |
| 1Y | +110.8% | +91.3% | +19.5% | +31.7% |
| 3Y | +30.7% | +146.1% | -115.5% | -33.4% |
| 5Y | -54.8% | +80.8% | -135.6% | -72.8% |
| All | -54.8% | +79.0% | -133.8% | -72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling