-53.1%
ILMN vs KNX
+37.6%
-90.7%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.2% |
| 7D | -5.4% | -5.6% | +0.2% | -3.3% |
| 30D | +7.0% | -4.4% | +11.4% | +8.8% |
| 3M | +24.2% | -17.3% | +41.5% | +33.1% |
| 6M | +69.9% | +22.6% | +47.3% | +53.7% |
| YTD | +57.4% | +31.1% | +26.3% | +37.0% |
| 1Y | +107.9% | +60.2% | +47.7% | +64.0% |
| 3Y | +37.1% | +35.8% | +1.4% | +13.6% |
| All | -53.1% | +37.6% | -90.7% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling