-53.1%
ILMN vs KMX
-52.4%
-0.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.3% | +1.0% | -1.9% |
| 7D | +1.9% | -0.7% | +2.6% | +2.2% |
| 30D | +12.3% | +4.1% | +8.2% | +10.9% |
| 3M | +33.5% | +27.5% | +6.0% | +22.7% |
| 6M | +69.4% | +43.6% | +25.8% | +47.8% |
| YTD | +60.9% | +56.8% | +4.2% | +34.7% |
| 1Y | +115.0% | -1.3% | +116.3% | +108.3% |
| 3Y | +37.0% | -25.4% | +62.4% | +42.9% |
| 5Y | -53.1% | -53.9% | +0.8% | -45.2% |
| All | -53.1% | -52.4% | -0.7% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling