+155.8%
KRE vs ILMN
+1,577.9%
-1,422.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.9% |
| 7D | +1.3% | +1.2% | +0.1% | +1.0% |
| 30D | -2.7% | +9.2% | -11.9% | -4.9% |
| 3M | +8.2% | +29.8% | -21.7% | +1.2% |
| 6M | +12.8% | +69.2% | -56.4% | -1.4% |
| YTD | +17.5% | +66.4% | -48.9% | +2.5% |
| 1Y | +16.6% | +123.4% | -106.8% | -6.5% |
| 3Y | +79.5% | +33.2% | +46.3% | +58.2% |
| 5Y | +32.4% | -52.0% | +84.4% | +42.1% |
| 10Y | +124.1% | +33.6% | +90.5% | +73.3% |
| All | +155.8% | +1,577.9% | -1,422.1% | -7.8% |
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 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