+160.5%
KMI vs ILMN
-52.9%
+213.4%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.3% | +5.1% | +2.1% |
| 7D | -0.4% | +1.9% | -2.3% | -0.5% |
| 30D | +3.7% | +12.3% | -8.6% | +2.6% |
| 3M | +3.2% | +33.5% | -30.4% | +0.5% |
| 6M | -3.0% | +69.4% | -72.3% | -7.6% |
| YTD | +19.7% | +60.9% | -41.3% | +14.2% |
| 1Y | +25.6% | +115.0% | -89.3% | +15.9% |
| 3Y | +120.2% | +37.0% | +83.2% | +109.5% |
| 5Y | +160.5% | -53.1% | +213.6% | +166.0% |
| All | +160.5% | -52.9% | +213.4% | +166.0% |
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