+139.6%
KMI vs ILMN
+61.7%
+77.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.6% | -1.6% | +1.5% |
| 7D | -6.5% | -2.6% | -4.0% | -6.2% |
| 30D | -5.1% | -20.6% | +15.6% | -2.3% |
| 3M | 0.0% | +17.5% | -17.5% | -3.5% |
| 6M | -0.9% | +55.6% | -56.5% | -8.9% |
| YTD | +15.4% | +68.3% | -52.9% | +4.0% |
| 1Y | +19.5% | +81.1% | -61.6% | +6.3% |
| 3Y | +116.3% | +112.2% | +4.1% | +78.8% |
| 5Y | +136.6% | -42.6% | +179.2% | +149.9% |
| 10Y | +139.6% | +70.5% | +69.1% | +88.2% |
| All | +139.6% | +61.7% | +77.9% | +88.2% |
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 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