+105.9%
ILMN vs KRMN
+35.0%
+70.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.4% | +7.8% | -0.7% |
| 7D | +0.7% | +26.2% | -25.5% | -2.1% |
| 30D | -22.7% | +34.3% | -57.1% | -25.0% |
| 3M | +8.6% | -34.6% | +43.2% | +11.2% |
| 6M | +43.8% | -35.2% | +79.0% | +46.6% |
| YTD | +59.8% | -44.6% | +104.4% | +63.1% |
| 1Y | +71.8% | -40.2% | +112.0% | +73.8% |
| All | +105.9% | +35.0% | +70.9% | +80.2% |
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