+94.2%
ILMN vs KIM
+57.8%
+36.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.7% |
| 7D | -9.7% | +4.1% | -13.8% | -11.5% |
| 30D | -20.4% | +16.8% | -37.2% | -26.6% |
| 3M | +10.0% | +5.7% | +4.3% | +6.8% |
| 6M | +49.5% | +9.7% | +39.8% | +41.0% |
| YTD | +62.5% | +30.2% | +32.3% | +36.6% |
| 1Y | +76.0% | +32.1% | +43.9% | +46.4% |
| 3Y | +94.2% | +58.6% | +35.6% | +34.1% |
| All | +94.2% | +57.8% | +36.3% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling