+282.3%
KLAC vs ILMN
+41.2%
+241.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.6% | +8.9% | +7.7% |
| 7D | +5.7% | +1.2% | +4.5% | +5.4% |
| 30D | -3.6% | +9.2% | -12.8% | -6.0% |
| 3M | -12.8% | +29.8% | -42.7% | -18.9% |
| 6M | +26.1% | +69.2% | -43.1% | +8.9% |
| YTD | +53.3% | +66.4% | -13.1% | +32.4% |
| 1Y | +113.7% | +123.4% | -9.7% | +67.3% |
| All | +282.3% | +41.2% | +241.1% | +229.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling