+111.8%
KMI vs ILMN
+217.6%
-105.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +0.9% | -0.4% |
| 7D | -0.5% | +1.2% | -1.7% | -0.7% |
| 30D | +0.9% | +9.2% | -8.3% | -0.5% |
| 3M | 0.0% | +29.8% | -29.9% | -4.1% |
| 6M | -5.7% | +69.2% | -74.9% | -13.2% |
| YTD | +17.5% | +66.4% | -48.9% | +7.9% |
| 1Y | +22.3% | +123.4% | -101.1% | +6.6% |
| 3Y | +111.9% | +33.2% | +78.8% | +95.1% |
| 5Y | +151.8% | -52.0% | +203.8% | +166.2% |
| 10Y | +138.7% | +33.6% | +105.0% | +106.8% |
| All | +111.8% | +217.6% | -105.7% | +60.6% |
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