-54.1%
KHC vs ILMN
+61.7%
-115.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.6% | -4.4% | -1.1% |
| 7D | -2.0% | -2.6% | +0.5% | -1.9% |
| 30D | +9.7% | -20.6% | +30.3% | +11.5% |
| 3M | -2.0% | +17.5% | -19.5% | -4.7% |
| 6M | +5.4% | +55.6% | -50.2% | -0.7% |
| YTD | +5.9% | +68.3% | -62.4% | -1.6% |
| 1Y | +7.5% | +81.1% | -73.7% | -1.1% |
| 3Y | -12.4% | +112.2% | -124.6% | -22.9% |
| 5Y | -15.8% | -42.6% | +26.7% | -13.4% |
| 10Y | -54.1% | +70.5% | -124.6% | -60.1% |
| All | -54.1% | +61.7% | -115.8% | -60.1% |
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