+35.9%
KDP vs ILMN
+70.7%
-34.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.6% | -5.8% | -7.5% |
| 7D | -4.0% | +0.7% | -4.7% | -3.9% |
| 30D | +8.5% | -22.7% | +31.2% | +7.5% |
| 3M | +20.7% | +8.6% | +12.1% | +19.7% |
| 6M | +23.2% | +43.8% | -20.6% | +23.5% |
| YTD | +30.5% | +59.8% | -29.3% | +29.7% |
| 1Y | +35.9% | +71.8% | -35.9% | +35.0% |
| All | +35.9% | +70.7% | -34.8% | +35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling