+606.4%
KTOS vs ILMN
+28.7%
+577.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.3% |
| 7D | -2.4% | -5.4% | +3.0% | -0.9% |
| 30D | -26.8% | +7.0% | -33.9% | -28.5% |
| 3M | -20.6% | +24.2% | -44.8% | -26.1% |
| 6M | -47.5% | +69.9% | -117.4% | -55.4% |
| YTD | -38.5% | +57.4% | -95.9% | -47.2% |
| 1Y | -31.0% | +107.9% | -138.9% | -46.1% |
| 3Y | +216.5% | +37.1% | +179.4% | +169.0% |
| 5Y | +105.7% | -53.7% | +159.4% | +136.3% |
| All | +606.4% | +28.7% | +577.6% | +487.9% |
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