+853.3%
KR vs ILMN
+1,365.4%
-512.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.3% |
| 7D | +0.8% | -6.0% | +6.8% | +1.1% |
| 30D | +11.1% | -23.0% | +34.1% | +12.4% |
| 3M | +24.4% | +10.4% | +14.0% | +23.2% |
| 6M | +8.5% | +49.4% | -40.9% | +5.5% |
| YTD | +13.1% | +62.3% | -49.2% | +9.2% |
| 1Y | +9.3% | +73.7% | -64.4% | +5.0% |
| 3Y | +69.3% | +122.5% | -53.2% | +58.0% |
| 5Y | +83.2% | -43.2% | +126.4% | +83.7% |
| 10Y | +154.6% | +59.0% | +95.6% | +134.7% |
| All | +853.3% | +1,365.4% | -512.0% | +558.9% |
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