+70.5%
ILMN vs KIM
+65.6%
+4.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +3.3% |
| 7D | -2.6% | +2.8% | -5.4% | -3.4% |
| 30D | -20.6% | +16.3% | -37.0% | -24.1% |
| 3M | +17.5% | +6.6% | +10.8% | +14.9% |
| 6M | +55.6% | +12.3% | +43.3% | +49.7% |
| YTD | +68.3% | +31.6% | +36.8% | +54.2% |
| 1Y | +81.1% | +31.5% | +49.6% | +66.0% |
| 3Y | +112.2% | +68.0% | +44.2% | +82.4% |
| 5Y | -42.6% | +38.7% | -81.3% | -48.3% |
| 10Y | +70.5% | +65.7% | +4.8% | +24.9% |
| All | +70.5% | +65.6% | +4.9% | +24.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling