+2,249.0%
KLAC vs ILMN
+61.7%
+2,187.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.6% | +5.7% | +8.0% |
| 7D | -1.1% | -2.6% | +1.4% | +0.2% |
| 30D | -22.6% | -20.6% | -2.0% | -15.9% |
| 3M | -23.5% | +17.5% | -41.0% | -28.8% |
| 6M | -18.8% | +55.6% | -74.4% | -32.5% |
| YTD | +25.0% | +68.3% | -43.3% | -0.3% |
| 1Y | +27.5% | +81.1% | -53.6% | -1.2% |
| 3Y | +206.1% | +112.2% | +94.0% | +107.0% |
| 5Y | +281.0% | -42.6% | +323.6% | +326.7% |
| 10Y | +2,249.0% | +70.5% | +2,178.5% | +1,787.8% |
| All | +2,249.0% | +61.7% | +2,187.3% | +1,787.8% |
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