+114.4%
ILMN vs KRMN
+33.3%
+81.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.2% | -1.5% |
| 7D | +1.2% | -12.3% | +13.5% | +2.2% |
| 30D | +9.2% | -27.5% | +36.6% | +11.6% |
| 3M | +29.8% | -26.5% | +56.3% | +32.2% |
| 6M | +69.2% | -59.6% | +128.8% | +81.1% |
| YTD | +66.4% | -45.4% | +111.7% | +71.3% |
| 1Y | +123.4% | -25.1% | +148.5% | +121.5% |
| All | +114.4% | +33.3% | +81.1% | +89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling