+364.5%
KMB vs ILMN
+1,331.5%
-967.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.2% | +9.7% | +1.9% |
| 7D | +0.4% | -28.3% | +28.7% | +1.9% |
| 30D | +14.1% | -24.0% | +38.1% | +15.5% |
| 3M | -0.5% | +4.1% | -4.6% | -1.1% |
| 6M | +16.6% | +49.6% | -33.0% | +13.8% |
| YTD | +13.7% | +58.6% | -44.9% | +10.4% |
| 1Y | +16.1% | +69.9% | -53.8% | +12.3% |
| 3Y | +4.7% | +82.9% | -78.2% | -0.1% |
| 5Y | +1.5% | -47.6% | +49.2% | +2.0% |
| 10Y | +40.5% | +58.8% | -18.3% | +32.2% |
| All | +364.5% | +1,331.5% | -967.0% | +268.3% |
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 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