-12.9%
KHC vs ILMN
+135.0%
-147.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +1.9% | -0.7% |
| 7D | -1.1% | -9.8% | +8.6% | -0.9% |
| 30D | +8.8% | -22.7% | +31.6% | +9.6% |
| 3M | -1.2% | +12.1% | -13.3% | -2.9% |
| 6M | +4.6% | +51.5% | -46.8% | +0.8% |
| YTD | +5.1% | +63.9% | -58.7% | +0.3% |
| 1Y | +6.2% | +76.6% | -70.3% | +0.6% |
| 3Y | -12.9% | +124.6% | -137.5% | -20.2% |
| All | -12.9% | +135.0% | -147.9% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling