+123.4%
ILMN vs KIM
+9.1%
+114.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.2% | -1.6% |
| 7D | +1.2% | -0.8% | +2.0% | +1.2% |
| 30D | +9.2% | -5.1% | +14.3% | +9.1% |
| 3M | +29.8% | -0.6% | +30.5% | +29.6% |
| 6M | +69.2% | +2.4% | +66.8% | +68.7% |
| YTD | +66.4% | +19.0% | +47.4% | +65.6% |
| 1Y | +123.4% | +8.4% | +115.0% | +131.5% |
| All | +123.4% | +9.1% | +114.3% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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