+133.4%
KR vs ILMN
+28.7%
+104.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | +2.6% |
| 7D | -0.2% | -5.4% | +5.2% | 0.0% |
| 30D | +5.1% | +7.0% | -2.0% | +4.9% |
| 3M | -8.2% | +24.2% | -32.4% | -8.7% |
| 6M | -18.0% | +69.9% | -87.9% | -19.2% |
| YTD | -4.8% | +57.4% | -62.2% | -6.1% |
| 1Y | -11.0% | +107.9% | -118.9% | -13.3% |
| 3Y | +37.7% | +37.1% | +0.5% | +36.0% |
| 5Y | +52.8% | -53.7% | +106.5% | +59.1% |
| All | +133.4% | +28.7% | +104.7% | +126.0% |
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 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