-43.1%
KHC vs ILMN
+2.6%
-45.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | -1.8% | +1.2% | -3.0% | -1.9% |
| 30D | -1.9% | +9.2% | -11.1% | -2.9% |
| 3M | +14.4% | +29.8% | -15.5% | +10.9% |
| 6M | +8.7% | +69.2% | -60.5% | +2.1% |
| YTD | +7.8% | +66.4% | -58.6% | +1.1% |
| 1Y | -1.5% | +123.4% | -124.9% | -11.3% |
| 3Y | -9.9% | +33.2% | -43.0% | -15.3% |
| 5Y | -10.7% | -52.0% | +41.2% | -5.4% |
| 10Y | -55.7% | +33.6% | -89.3% | -61.5% |
| All | -43.1% | +2.6% | -45.7% | -47.4% |
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 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