+28.1%
ILMN vs KEYS
+1,086.4%
-1,058.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.1% | -2.5% |
| 7D | -3.9% | +2.9% | -6.8% | -5.2% |
| 30D | +6.9% | -1.3% | +8.2% | +7.0% |
| 3M | +28.1% | -0.1% | +28.2% | +25.6% |
| 6M | +65.0% | +17.4% | +47.6% | +47.5% |
| YTD | +56.3% | +62.9% | -6.6% | +14.9% |
| 1Y | +108.7% | +95.7% | +13.0% | +38.9% |
| 3Y | +33.1% | +150.2% | -117.1% | -23.6% |
| 5Y | -54.1% | +83.1% | -137.2% | -69.5% |
| 10Y | +27.8% | +1,020.9% | -993.1% | -62.6% |
| All | +28.1% | +1,086.4% | -1,058.3% | -62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling