+5.4%
KMB vs ILMN
+103.6%
-98.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.6% | -0.4% | +3.1% |
| 7D | +3.4% | -2.6% | +6.0% | +3.4% |
| 30D | +14.7% | -20.6% | +35.3% | +15.7% |
| 3M | +3.3% | +17.5% | -14.2% | +1.9% |
| 6M | +16.8% | +55.6% | -38.8% | +13.5% |
| YTD | +15.2% | +68.3% | -53.1% | +11.3% |
| 1Y | +13.3% | +81.1% | -67.8% | +9.0% |
| 3Y | +5.4% | +112.2% | -106.7% | +0.2% |
| All | +5.4% | +103.6% | -98.2% | +0.2% |
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