+27.6%
ILMN vs KIM
+29.1%
-1.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.5% |
| 7D | +1.9% | -0.3% | +2.2% | +2.0% |
| 30D | +12.3% | -1.7% | +14.0% | +12.8% |
| 3M | +33.5% | -0.8% | +34.4% | +33.6% |
| 6M | +69.4% | +4.4% | +65.0% | +66.7% |
| YTD | +60.9% | +21.2% | +39.7% | +51.3% |
| 1Y | +115.0% | +10.5% | +104.4% | +107.5% |
| 3Y | +37.0% | +47.5% | -10.5% | +22.3% |
| 5Y | -53.1% | +37.1% | -90.2% | -57.2% |
| 10Y | +27.6% | +29.5% | -1.9% | +7.6% |
| All | +27.6% | +29.1% | -1.5% | +7.6% |
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