+90.4%
KRE vs ILMN
+118.2%
-27.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +0.7% | -2.9% | +3.6% | +1.2% |
| 30D | +6.1% | -23.8% | +30.0% | +10.3% |
| 3M | -5.9% | +7.5% | -13.4% | -8.9% |
| 6M | +9.6% | +42.8% | -33.2% | -0.3% |
| YTD | +14.2% | +57.8% | -43.6% | +0.7% |
| 1Y | +22.5% | +72.6% | -50.1% | +5.6% |
| 3Y | +90.4% | +129.3% | -39.0% | +35.2% |
| All | +90.4% | +118.2% | -27.9% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling