+97.8%
ILMN vs KRMN
+14.6%
+83.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.5% | -1.6% |
| 7D | -9.2% | -15.1% | +5.9% | -8.0% |
| 30D | +4.4% | -44.5% | +48.9% | +9.0% |
| 3M | +23.9% | -25.0% | +48.9% | +25.8% |
| 6M | +64.5% | -66.5% | +131.0% | +78.7% |
| YTD | +53.5% | -53.0% | +106.5% | +59.9% |
| 1Y | +110.8% | -44.7% | +155.5% | +114.4% |
| All | +97.8% | +14.6% | +83.1% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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