-52.4%
KHC vs ILMN
+64.4%
-116.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +1.9% | -0.5% |
| 7D | -1.1% | -9.8% | +8.6% | -0.3% |
| 30D | +8.8% | -22.7% | +31.6% | +11.0% |
| 3M | -1.2% | +12.1% | -13.3% | -3.5% |
| 6M | +4.6% | +51.5% | -46.8% | -1.2% |
| YTD | +5.1% | +63.9% | -58.7% | -2.2% |
| 1Y | +6.2% | +76.6% | -70.3% | -2.1% |
| 3Y | -12.9% | +124.6% | -137.5% | -24.0% |
| 5Y | -16.8% | -42.7% | +25.9% | -14.5% |
| 10Y | -52.4% | +59.7% | -112.1% | -59.2% |
| All | -52.4% | +64.4% | -116.8% | -59.2% |
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