+36.0%
KMB vs ILMN
+60.6%
-24.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.0% |
| 7D | +0.5% | -9.7% | +10.1% | +1.1% |
| 30D | +12.4% | -20.4% | +32.8% | +13.9% |
| 3M | +1.0% | +10.0% | -9.0% | -0.3% |
| 6M | +12.1% | +49.5% | -37.3% | +8.1% |
| YTD | +11.6% | +62.5% | -50.9% | +6.6% |
| 1Y | +13.1% | +76.0% | -62.9% | +7.4% |
| 3Y | +1.6% | +94.2% | -92.6% | -5.7% |
| 5Y | -0.3% | -46.3% | +46.0% | +1.9% |
| All | +36.0% | +60.6% | -24.6% | +24.3% |
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