+59.0%
ILMN vs KIM
+63.9%
-4.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -6.0% | -1.0% | -5.0% | -5.7% |
| 30D | -23.0% | +14.8% | -37.8% | -26.2% |
| 3M | +10.4% | +8.1% | +2.3% | +7.6% |
| 6M | +49.4% | +11.7% | +37.8% | +43.9% |
| YTD | +62.3% | +30.7% | +31.6% | +49.0% |
| 1Y | +73.7% | +29.7% | +43.9% | +59.8% |
| 3Y | +122.5% | +65.1% | +57.4% | +92.3% |
| 5Y | -43.2% | +34.7% | -77.8% | -48.5% |
| 10Y | +59.0% | +64.1% | -5.2% | +16.0% |
| All | +59.0% | +63.9% | -4.9% | +16.0% |
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