+115.0%
ILMN vs KIM
+10.5%
+104.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.2% |
| 7D | +1.9% | -0.3% | +2.2% | +1.9% |
| 30D | +12.3% | -1.7% | +14.0% | +12.3% |
| 3M | +33.5% | -0.8% | +34.4% | +33.2% |
| 6M | +69.4% | +4.4% | +65.0% | +69.1% |
| YTD | +60.9% | +21.2% | +39.7% | +60.8% |
| 1Y | +115.0% | +10.5% | +104.4% | +123.7% |
| All | +115.0% | +10.5% | +104.5% | +123.7% |
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