-0.1%
KMB vs ILMN
-43.7%
+43.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.6% | -0.9% |
| 7D | +6.0% | -9.8% | +15.8% | +6.4% |
| 30D | +13.5% | -22.7% | +36.2% | +14.6% |
| 3M | +3.8% | +12.1% | -8.3% | +2.8% |
| 6M | +15.6% | +51.5% | -35.9% | +12.8% |
| YTD | +14.0% | +63.9% | -49.8% | +10.6% |
| 1Y | +12.9% | +76.6% | -63.6% | +9.2% |
| 3Y | +3.7% | +124.6% | -120.9% | -1.5% |
| 5Y | -0.1% | -42.7% | +42.7% | -3.7% |
| All | -0.1% | -43.7% | +43.6% | -3.7% |
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