+1,288.1%
KDP vs ILMN
+435.2%
+852.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.2% | +8.5% | +1.1% |
| 7D | +4.5% | -28.3% | +32.8% | +7.9% |
| 30D | +18.5% | -24.0% | +42.5% | +21.4% |
| 3M | +20.8% | +4.1% | +16.8% | +19.1% |
| 6M | +29.4% | +49.6% | -20.2% | +22.2% |
| YTD | +35.9% | +58.6% | -22.7% | +26.8% |
| 1Y | +42.5% | +69.9% | -27.4% | +31.8% |
| 3Y | +29.4% | +82.9% | -53.5% | +15.9% |
| 5Y | +15.8% | -47.6% | +63.4% | +18.0% |
| 10Y | +236.5% | +58.8% | +177.6% | +191.0% |
| All | +1,288.1% | +435.2% | +852.9% | +752.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling