+7.6%
KDP vs ILMN
+33.7%
-26.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.8% |
| 7D | +1.3% | +1.2% | +0.1% | +1.2% |
| 30D | +6.0% | +9.2% | -3.2% | +5.4% |
| 3M | +9.2% | +29.8% | -20.7% | +7.4% |
| 6M | +14.7% | +69.2% | -54.5% | +11.1% |
| YTD | +19.2% | +66.4% | -47.2% | +15.3% |
| 1Y | +15.2% | +123.4% | -108.2% | +8.6% |
| All | +7.6% | +33.7% | -26.2% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling