+1,007.8%
ILMN vs KNX
+2,594.1%
-1,586.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.7% |
| 7D | +1.9% | +6.4% | -4.5% | -0.1% |
| 30D | +12.3% | +1.4% | +10.9% | +11.6% |
| 3M | +33.5% | -12.0% | +45.6% | +38.6% |
| 6M | +69.4% | +25.2% | +44.2% | +55.7% |
| YTD | +60.9% | +36.6% | +24.3% | +43.0% |
| 1Y | +115.0% | +67.6% | +47.4% | +77.8% |
| 3Y | +37.0% | +40.8% | -3.8% | +18.3% |
| 5Y | -53.1% | +43.3% | -96.5% | -60.3% |
| 10Y | +27.6% | +170.1% | -142.5% | -19.1% |
| All | +1,007.8% | +2,594.1% | -1,586.3% | +212.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling