+41.2%
ILMN vs KIM
+46.2%
-5.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +1.2% | +0.4% | +0.8% | +0.9% |
| 30D | +9.2% | -4.0% | +13.2% | +11.5% |
| 3M | +29.8% | +0.5% | +29.3% | +28.6% |
| 6M | +69.2% | +3.6% | +65.6% | +64.1% |
| YTD | +66.4% | +20.4% | +45.9% | +46.3% |
| 1Y | +123.4% | +9.7% | +113.7% | +108.5% |
| All | +41.2% | +46.2% | -5.0% | +11.3% |
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