+1,045.4%
ILMN vs KIM
+498.8%
+546.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +1.2% | +0.4% | +0.8% | +1.1% |
| 30D | +9.2% | -4.0% | +13.2% | +10.5% |
| 3M | +29.8% | +0.5% | +29.3% | +29.4% |
| 6M | +69.2% | +3.6% | +65.6% | +66.8% |
| YTD | +66.4% | +20.4% | +45.9% | +56.5% |
| 1Y | +123.4% | +9.7% | +113.7% | +115.9% |
| 3Y | +33.2% | +46.0% | -12.8% | +18.3% |
| 5Y | -52.0% | +34.4% | -86.4% | -56.3% |
| 10Y | +33.6% | +29.3% | +4.3% | +12.1% |
| All | +1,045.4% | +498.8% | +546.5% | +238.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling