+151.0%
KRE vs ILMN
+1,597.5%
-1,446.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +0.9% |
| 7D | -0.4% | -2.6% | +2.2% | 0.0% |
| 30D | +6.4% | -20.6% | +27.1% | +11.2% |
| 3M | -3.1% | +17.5% | -20.5% | -8.2% |
| 6M | +6.4% | +55.6% | -49.2% | -6.2% |
| YTD | +15.3% | +68.3% | -53.0% | -1.2% |
| 1Y | +23.3% | +81.1% | -57.9% | +3.7% |
| 3Y | +93.6% | +112.2% | -18.5% | +50.9% |
| 5Y | +13.2% | -42.6% | +55.8% | +14.7% |
| 10Y | +103.1% | +70.5% | +32.6% | +47.5% |
| All | +151.0% | +1,597.5% | -1,446.5% | -11.0% |
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