+94.0%
KRE vs ILMN
+64.4%
+29.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | 0.0% |
| 7D | +0.3% | -9.8% | +10.1% | +2.3% |
| 30D | +5.9% | -22.7% | +28.7% | +10.7% |
| 3M | -3.3% | +12.1% | -15.4% | -7.2% |
| 6M | +5.8% | +51.5% | -45.6% | -5.2% |
| YTD | +14.7% | +63.9% | -49.1% | +0.1% |
| 1Y | +22.0% | +76.6% | -54.5% | +4.6% |
| 3Y | +91.6% | +124.6% | -33.0% | +49.9% |
| 5Y | +13.0% | -42.7% | +55.7% | +14.9% |
| 10Y | +94.0% | +59.7% | +34.3% | +59.8% |
| All | +94.0% | +64.4% | +29.6% | +59.8% |
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 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