+131.6%
KMI vs ILMN
-46.1%
+177.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.2% | -0.9% |
| 7D | -10.8% | -9.7% | -1.1% | -10.1% |
| 30D | -5.0% | -20.4% | +15.4% | -3.6% |
| 3M | -3.4% | +10.0% | -13.4% | -4.6% |
| 6M | -3.4% | +49.5% | -52.9% | -7.2% |
| YTD | +13.1% | +62.5% | -49.4% | +7.5% |
| 1Y | +19.0% | +76.0% | -57.0% | +12.2% |
| 3Y | +106.1% | +94.2% | +12.0% | +87.1% |
| All | +131.6% | -46.1% | +177.7% | +139.3% |
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 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