+16.2%
KDP vs ILMN
-44.7%
+60.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.7% |
| 7D | -0.8% | -2.9% | +2.1% | -0.6% |
| 30D | +9.7% | -23.8% | +33.5% | +11.2% |
| 3M | +17.6% | +7.5% | +10.2% | +16.0% |
| 6M | +25.8% | +42.8% | -17.0% | +21.3% |
| YTD | +33.9% | +57.8% | -24.0% | +27.7% |
| 1Y | +38.9% | +72.6% | -33.7% | +31.5% |
| 3Y | +26.8% | +129.3% | -102.6% | +15.0% |
| All | +16.2% | -44.7% | +60.9% | +18.5% |
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