+109.0%
KLAC vs ILMN
+113.9%
-4.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.3% | +5.1% | +2.2% |
| 7D | +10.6% | +1.9% | +8.7% | +10.2% |
| 30D | -4.5% | +12.3% | -16.8% | -6.0% |
| 3M | -10.3% | +33.5% | -43.8% | -13.8% |
| 6M | +40.9% | +69.4% | -28.5% | +30.5% |
| YTD | +56.1% | +60.9% | -4.8% | +46.0% |
| 1Y | +109.0% | +115.0% | -5.9% | +87.3% |
| All | +109.0% | +113.9% | -4.9% | +87.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling