+56.0%
ILMN vs KMX
-2.3%
+58.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.5% |
| 7D | -2.9% | +3.4% | -6.3% | -3.7% |
| 30D | -23.8% | +6.8% | -30.7% | -25.5% |
| 3M | +7.5% | -11.4% | +18.8% | +10.3% |
| 6M | +42.8% | +43.6% | -0.8% | +27.2% |
| YTD | +57.8% | +37.7% | +20.1% | +39.5% |
| 1Y | +72.6% | +53.0% | +19.6% | +47.5% |
| 3Y | +129.3% | -16.3% | +145.6% | +128.4% |
| 5Y | -44.5% | -64.2% | +19.7% | -34.3% |
| All | +56.0% | -2.3% | +58.4% | +48.6% |
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