+728.2%
KKR vs ILMN
+25.5%
+702.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -0.6% |
| 7D | -2.2% | -3.9% | +1.7% | -0.9% |
| 30D | +0.3% | +6.9% | -6.6% | -2.2% |
| 3M | +8.8% | +28.1% | -19.3% | -0.6% |
| 6M | +14.9% | +65.0% | -50.0% | -4.2% |
| YTD | -17.9% | +56.3% | -74.2% | -31.1% |
| 1Y | -23.7% | +108.7% | -132.4% | -43.2% |
| 3Y | +69.1% | +33.1% | +36.0% | +41.0% |
| 5Y | +72.6% | -54.1% | +126.7% | +101.8% |
| 10Y | +728.2% | +27.8% | +700.4% | +590.8% |
| All | +728.2% | +25.5% | +702.8% | +590.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling