+2,247.0%
KLAC vs ILMN
+54.3%
+2,192.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.7% |
| 7D | +10.0% | -2.9% | +12.9% | +11.2% |
| 30D | -14.8% | -23.8% | +9.0% | -6.1% |
| 3M | -27.2% | +7.5% | -34.6% | -29.9% |
| 6M | -17.5% | +42.8% | -60.2% | -29.2% |
| YTD | +25.8% | +57.8% | -32.0% | +2.6% |
| 1Y | +31.8% | +72.6% | -40.8% | +3.8% |
| 3Y | +195.3% | +129.3% | +66.0% | +93.4% |
| 5Y | +285.9% | -44.5% | +330.4% | +336.4% |
| All | +2,247.0% | +54.3% | +2,192.7% | +1,830.6% |
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