+341.3%
KMB vs ILMN
+1,401.8%
-1,060.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | -0.1% | -1.5% |
| 7D | -3.0% | +1.2% | -4.3% | -3.1% |
| 30D | -5.5% | +9.2% | -14.7% | -5.9% |
| 3M | +14.0% | +29.8% | -15.9% | +12.4% |
| 6M | +4.1% | +69.2% | -65.1% | +1.2% |
| YTD | +8.0% | +66.4% | -58.3% | +5.0% |
| 1Y | -13.7% | +123.4% | -137.1% | -17.6% |
| 3Y | -5.9% | +33.2% | -39.1% | -8.6% |
| 5Y | -8.6% | -52.0% | +43.3% | -7.5% |
| 10Y | +17.3% | +33.6% | -16.3% | +11.3% |
| All | +341.3% | +1,401.8% | -1,060.5% | +250.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling