+107.9%
ILMN vs KNX
+65.4%
+42.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.9% |
| 7D | -5.4% | -5.6% | +0.2% | -4.3% |
| 30D | +7.0% | -4.4% | +11.4% | +7.9% |
| 3M | +24.2% | -17.3% | +41.5% | +28.6% |
| 6M | +69.9% | +22.6% | +47.3% | +61.3% |
| YTD | +57.4% | +31.1% | +26.3% | +45.8% |
| 1Y | +107.9% | +60.2% | +47.7% | +79.5% |
| All | +107.9% | +65.4% | +42.5% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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