-49.9%
KHC vs ILMN
+54.3%
-104.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.7% |
| 7D | +2.0% | -2.9% | +4.9% | +2.3% |
| 30D | +10.6% | -23.8% | +34.4% | +12.9% |
| 3M | +0.5% | +7.5% | -6.9% | -1.4% |
| 6M | +12.1% | +42.8% | -30.7% | +6.4% |
| YTD | +8.9% | +57.8% | -48.9% | +1.7% |
| 1Y | +7.5% | +72.6% | -65.1% | -0.7% |
| 3Y | -10.7% | +129.3% | -140.1% | -22.4% |
| 5Y | -13.2% | -44.5% | +31.3% | -10.6% |
| All | -49.9% | +54.3% | -104.2% | -56.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling