+239.3%
KDP vs ILMN
+61.7%
+177.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.7% | +0.5% |
| 7D | +0.3% | -2.6% | +2.9% | +0.4% |
| 30D | +16.3% | -20.6% | +36.9% | +18.5% |
| 3M | +24.0% | +17.5% | +6.5% | +20.6% |
| 6M | +30.0% | +55.6% | -25.6% | +22.3% |
| YTD | +36.1% | +68.3% | -32.2% | +26.3% |
| 1Y | +46.8% | +81.1% | -34.3% | +35.0% |
| 3Y | +30.5% | +112.2% | -81.7% | +14.7% |
| 5Y | +17.9% | -42.6% | +60.5% | +21.4% |
| 10Y | +239.3% | +70.5% | +168.8% | +216.3% |
| All | +239.3% | +61.7% | +177.6% | +216.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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