+37.7%
KR vs ILMN
-52.9%
+90.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.9% | -2.4% |
| 7D | -1.3% | +1.9% | -3.2% | -1.3% |
| 30D | +1.5% | +12.3% | -10.8% | +1.6% |
| 3M | -8.5% | +33.5% | -42.1% | -8.4% |
| 6M | -21.9% | +69.4% | -91.2% | -21.7% |
| YTD | -6.9% | +60.9% | -67.8% | -6.7% |
| 1Y | -14.0% | +115.0% | -128.9% | -14.1% |
| 3Y | +30.3% | +37.0% | -6.7% | +31.8% |
| 5Y | +37.7% | -53.1% | +90.9% | +41.7% |
| All | +37.7% | -52.9% | +90.6% | +41.7% |
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