+2,986.0%
KLAC vs ILMN
+25.5%
+2,960.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.2% |
| 7D | +6.2% | -3.9% | +10.1% | +7.5% |
| 30D | -5.0% | +6.9% | -11.9% | -7.6% |
| 3M | -14.4% | +28.1% | -42.5% | -22.5% |
| 6M | +28.3% | +65.0% | -36.7% | +5.3% |
| YTD | +51.1% | +56.3% | -5.2% | +25.5% |
| 1Y | +100.4% | +108.7% | -8.3% | +46.7% |
| 3Y | +276.3% | +33.1% | +243.3% | +211.1% |
| 5Y | +452.1% | -54.1% | +506.2% | +571.7% |
| 10Y | +2,986.0% | +27.8% | +2,958.1% | +2,488.3% |
| All | +2,986.0% | +25.5% | +2,960.5% | +2,488.3% |
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 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