+651.4%
KKR vs ILMN
+54.3%
+597.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.3% |
| 7D | +1.6% | -2.9% | +4.5% | +2.5% |
| 30D | +14.5% | -23.8% | +38.4% | +23.3% |
| 3M | -15.0% | +7.5% | -22.4% | -19.4% |
| 6M | +1.0% | +42.8% | -41.7% | -14.1% |
| YTD | -22.6% | +57.8% | -80.5% | -37.4% |
| 1Y | -18.2% | +72.6% | -90.8% | -35.9% |
| 3Y | +56.4% | +129.3% | -73.0% | +2.7% |
| 5Y | +29.6% | -44.5% | +74.1% | +40.0% |
| All | +651.4% | +54.3% | +597.1% | +527.5% |
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 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