+25.6%
KMI vs ILMN
+113.9%
-88.3%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.3% | +5.1% | +1.7% |
| 7D | -0.4% | +1.9% | -2.3% | -0.3% |
| 30D | +3.7% | +12.3% | -8.6% | +4.2% |
| 3M | +3.2% | +33.5% | -30.4% | +4.4% |
| 6M | -3.0% | +69.4% | -72.3% | -1.3% |
| YTD | +19.7% | +60.9% | -41.3% | +21.5% |
| 1Y | +25.6% | +115.0% | -89.3% | +27.8% |
| All | +25.6% | +113.9% | -88.3% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling