+7.5%
KHC vs ILMN
+72.2%
-64.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.5% |
| 7D | +2.0% | -2.9% | +4.9% | +1.8% |
| 30D | +10.6% | -23.8% | +34.4% | +8.6% |
| 3M | +0.5% | +7.5% | -6.9% | -0.6% |
| 6M | +12.1% | +42.8% | -30.7% | +12.4% |
| YTD | +8.9% | +57.8% | -48.9% | +7.4% |
| 1Y | +7.5% | +72.6% | -65.1% | +4.1% |
| All | +7.5% | +72.2% | -64.7% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling