+703.8%
KR vs ILMN
+1,401.8%
-698.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.2% |
| 7D | +1.5% | +1.2% | +0.3% | +1.4% |
| 30D | +4.1% | +9.2% | -5.1% | +3.5% |
| 3M | -5.2% | +29.8% | -35.1% | -6.7% |
| 6M | -12.8% | +69.2% | -82.0% | -15.6% |
| YTD | -4.6% | +66.4% | -71.0% | -7.7% |
| 1Y | -11.7% | +123.4% | -135.1% | -16.4% |
| 3Y | +36.3% | +33.2% | +3.1% | +31.8% |
| 5Y | +40.0% | -52.0% | +91.9% | +42.4% |
| 10Y | +122.2% | +33.6% | +88.6% | +107.1% |
| All | +703.8% | +1,401.8% | -698.0% | +456.8% |
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