-52.3%
KHC vs ILMN
+59.3%
-111.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -4.6% | -6.0% | +1.4% | -4.1% |
| 30D | +8.1% | -23.0% | +31.1% | +10.3% |
| 3M | 0.0% | +10.4% | -10.4% | -2.1% |
| 6M | +7.9% | +49.4% | -41.5% | +2.0% |
| YTD | +5.3% | +62.3% | -57.1% | -2.0% |
| 1Y | +5.1% | +73.7% | -68.6% | -2.9% |
| 3Y | -12.8% | +122.5% | -135.3% | -23.8% |
| 5Y | -16.2% | -43.2% | +27.0% | -13.9% |
| 10Y | -52.3% | +59.0% | -111.2% | -59.0% |
| All | -52.3% | +59.3% | -111.5% | -59.0% |
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