+16.6%
KRE vs ILMN
+127.6%
-111.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.6% |
| 7D | +1.3% | +1.2% | +0.1% | +1.3% |
| 30D | -2.7% | +9.2% | -11.9% | -2.8% |
| 3M | +8.2% | +29.8% | -21.7% | +7.6% |
| 6M | +12.8% | +69.2% | -56.4% | +11.2% |
| YTD | +17.5% | +66.4% | -48.9% | +15.9% |
| 1Y | +16.6% | +123.4% | -106.8% | +15.1% |
| All | +16.6% | +127.6% | -111.1% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling