+229.6%
KDP vs ILMN
+60.6%
+169.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -0.9% |
| 7D | +2.2% | -9.7% | +11.9% | +3.1% |
| 30D | +19.9% | -20.4% | +40.3% | +22.1% |
| 3M | +21.5% | +10.0% | +11.5% | +19.0% |
| 6M | +30.1% | +49.5% | -19.4% | +22.9% |
| YTD | +34.9% | +62.5% | -27.6% | +25.6% |
| 1Y | +43.4% | +76.0% | -32.6% | +32.1% |
| 3Y | +29.1% | +94.2% | -65.1% | +14.6% |
| 5Y | +15.0% | -46.3% | +61.3% | +19.5% |
| All | +229.6% | +60.6% | +169.1% | +207.2% |
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