+59.7%
ILMN vs KMX
+6.5%
+53.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | -9.8% | +1.5% | -11.3% | -10.1% |
| 30D | -22.7% | +3.0% | -25.7% | -23.7% |
| 3M | +12.1% | -7.8% | +19.9% | +13.8% |
| 6M | +51.5% | +34.3% | +17.1% | +37.4% |
| YTD | +63.9% | +40.2% | +23.6% | +44.2% |
| 1Y | +76.6% | +63.0% | +13.6% | +48.3% |
| 3Y | +124.6% | -14.5% | +139.1% | +122.4% |
| 5Y | -42.7% | -64.3% | +21.6% | -32.3% |
| 10Y | +59.7% | +2.8% | +56.9% | +52.3% |
| All | +59.7% | +6.5% | +53.2% | +52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling