+123.0%
KRE vs ILMN
+28.5%
+94.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -0.6% |
| 7D | +2.3% | +1.9% | +0.4% | +1.9% |
| 30D | -2.5% | +12.3% | -14.8% | -5.0% |
| 3M | +6.2% | +33.5% | -27.3% | -0.5% |
| 6M | +15.8% | +69.4% | -53.5% | +2.7% |
| YTD | +16.0% | +60.9% | -44.9% | +3.3% |
| 1Y | +16.2% | +115.0% | -98.8% | -4.1% |
| 3Y | +86.4% | +37.0% | +49.4% | +64.8% |
| 5Y | +33.0% | -53.1% | +86.1% | +42.9% |
| 10Y | +123.0% | +27.6% | +95.4% | +84.5% |
| All | +123.0% | +28.5% | +94.5% | +84.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling