+151.0%
KR vs ILMN
+54.3%
+96.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.4% |
| 7D | +4.6% | -2.9% | +7.5% | +4.7% |
| 30D | +12.2% | -23.8% | +36.0% | +12.9% |
| 3M | +24.6% | +7.5% | +17.1% | +23.8% |
| 6M | +8.2% | +42.8% | -34.6% | +6.4% |
| YTD | +15.3% | +57.8% | -42.6% | +12.8% |
| 1Y | +9.8% | +72.6% | -62.9% | +7.0% |
| 3Y | +71.4% | +129.3% | -58.0% | +62.2% |
| 5Y | +85.1% | -44.5% | +129.6% | +91.2% |
| All | +151.0% | +54.3% | +96.7% | +129.6% |
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 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