+1,585.1%
KKR vs ILMN
+414.8%
+1,170.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +0.7% |
| 7D | +0.1% | -2.6% | +2.6% | +0.5% |
| 30D | +7.9% | -20.6% | +28.5% | +13.7% |
| 3M | -4.4% | +17.5% | -21.9% | -10.7% |
| 6M | -4.0% | +55.6% | -59.6% | -17.8% |
| YTD | -22.6% | +68.3% | -90.9% | -36.0% |
| 1Y | -18.6% | +81.1% | -99.7% | -34.1% |
| 3Y | +60.6% | +112.2% | -51.5% | +18.0% |
| 5Y | +28.4% | -42.6% | +71.0% | +33.2% |
| 10Y | +735.7% | +70.5% | +665.2% | +551.9% |
| All | +1,585.1% | +414.8% | +1,170.3% | +942.3% |
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