-14.8%
KHC vs ILMN
-46.1%
+31.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.5% | -5.3% | -2.9% |
| 7D | +1.1% | -9.7% | +10.8% | +1.4% |
| 30D | +12.0% | -20.4% | +32.4% | +12.5% |
| 3M | +0.2% | +10.0% | -9.8% | -1.0% |
| 6M | +10.3% | +49.5% | -39.1% | +7.4% |
| YTD | +6.7% | +62.5% | -55.8% | +3.2% |
| 1Y | +10.9% | +76.0% | -65.1% | +6.7% |
| 3Y | -12.6% | +94.2% | -106.8% | -17.4% |
| All | -14.8% | -46.1% | +31.3% | -18.5% |
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