+871.3%
KR vs ILMN
+1,324.6%
-453.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.5% |
| 7D | +4.6% | -2.9% | +7.5% | +4.7% |
| 30D | +12.2% | -23.8% | +36.0% | +13.6% |
| 3M | +24.6% | +7.5% | +17.1% | +23.5% |
| 6M | +8.2% | +42.8% | -34.6% | +5.4% |
| YTD | +15.3% | +57.8% | -42.6% | +11.4% |
| 1Y | +9.8% | +72.6% | -62.9% | +5.5% |
| 3Y | +71.4% | +129.3% | -58.0% | +59.6% |
| 5Y | +85.1% | -44.5% | +129.6% | +85.8% |
| 10Y | +159.4% | +54.5% | +104.8% | +139.5% |
| All | +871.3% | +1,324.6% | -453.3% | +572.3% |
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 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