-43.7%
KHC vs ILMN
+0.2%
-43.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.5% | -5.3% | -3.0% |
| 7D | +1.1% | -9.7% | +10.8% | +2.0% |
| 30D | +12.0% | -20.4% | +32.4% | +13.9% |
| 3M | +0.2% | +10.0% | -9.8% | -1.9% |
| 6M | +10.3% | +49.5% | -39.1% | +4.2% |
| YTD | +6.7% | +62.5% | -55.8% | -0.6% |
| 1Y | +10.9% | +76.0% | -65.1% | +2.2% |
| 3Y | -12.6% | +94.2% | -106.8% | -22.3% |
| 5Y | -16.3% | -46.3% | +30.0% | -13.9% |
| 10Y | -53.2% | +62.7% | -116.0% | -60.4% |
| All | -43.7% | +0.2% | -43.9% | -48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling