+123.4%
ILMN vs KMX
+5.0%
+118.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.7% |
| 7D | +1.2% | +1.9% | -0.7% | +0.9% |
| 30D | +9.2% | +11.7% | -2.5% | +7.5% |
| 3M | +29.8% | +34.9% | -5.0% | +24.1% |
| 6M | +69.2% | +50.3% | +18.9% | +58.0% |
| YTD | +66.4% | +63.8% | +2.6% | +51.7% |
| 1Y | +123.4% | +3.8% | +119.6% | +127.8% |
| All | +123.4% | +5.0% | +118.4% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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