-15.3%
KHC vs ILMN
-44.2%
+28.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +0.9% |
| 7D | -3.3% | +0.7% | -4.1% | -3.3% |
| 30D | +9.1% | -22.7% | +31.9% | +9.8% |
| 3M | +1.4% | +8.6% | -7.2% | +0.3% |
| 6M | +8.4% | +43.8% | -35.5% | +5.6% |
| YTD | +6.2% | +59.8% | -53.6% | +2.7% |
| 1Y | +5.7% | +71.8% | -66.1% | +1.7% |
| 3Y | -12.0% | +119.0% | -131.0% | -17.2% |
| 5Y | -15.3% | -43.8% | +28.5% | -19.4% |
| All | -15.3% | -44.2% | +28.9% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling