+10.3%
KHC vs ILMN
+53.3%
-42.9%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.5% | -5.3% | -2.6% |
| 7D | +1.1% | -9.7% | +10.8% | +0.3% |
| 30D | +12.0% | -20.4% | +32.4% | +10.0% |
| 3M | +0.2% | +10.0% | -9.8% | -3.1% |
| 6M | +10.3% | +49.5% | -39.1% | +7.4% |
| All | +10.3% | +53.3% | -42.9% | +7.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling