+1,618.7%
KKR vs ILMN
+396.5%
+1,222.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -1.3% | -6.0% | +4.7% | +0.3% |
| 30D | +9.3% | -23.0% | +32.4% | +16.2% |
| 3M | -9.8% | +10.4% | -20.3% | -14.3% |
| 6M | +1.0% | +49.4% | -48.4% | -12.7% |
| YTD | -21.1% | +62.3% | -83.4% | -34.1% |
| 1Y | -17.0% | +73.7% | -90.6% | -32.0% |
| 3Y | +60.6% | +122.5% | -61.9% | +16.4% |
| 5Y | +33.6% | -43.2% | +76.8% | +38.9% |
| 10Y | +687.0% | +59.0% | +628.1% | +524.2% |
| All | +1,618.7% | +396.5% | +1,222.3% | +973.4% |
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