+17.9%
KDP vs ILMN
-43.3%
+61.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.7% | +0.6% |
| 7D | +0.3% | -2.6% | +2.9% | +0.4% |
| 30D | +16.3% | -20.6% | +36.9% | +17.6% |
| 3M | +24.0% | +17.5% | +6.5% | +21.6% |
| 6M | +30.0% | +55.6% | -25.6% | +24.7% |
| YTD | +36.1% | +68.3% | -32.2% | +29.4% |
| 1Y | +46.8% | +81.1% | -34.3% | +38.7% |
| 3Y | +30.5% | +112.2% | -81.7% | +19.5% |
| 5Y | +17.9% | -42.6% | +60.5% | +19.8% |
| All | +17.9% | -43.3% | +61.2% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling