+252.2%
KLAC vs ILMN
-46.1%
+298.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.5% | +4.2% | +5.9% |
| 7D | -12.3% | -9.7% | -2.6% | -9.3% |
| 30D | -29.6% | -20.4% | -9.2% | -24.7% |
| 3M | -28.2% | +10.0% | -38.3% | -30.9% |
| 6M | -23.6% | +49.5% | -73.0% | -33.5% |
| YTD | +14.4% | +62.5% | -48.1% | -4.0% |
| 1Y | +15.4% | +76.0% | -60.6% | -5.7% |
| 3Y | +184.3% | +94.2% | +90.1% | +111.1% |
| All | +252.2% | -46.1% | +298.3% | +335.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling