-24.4%
KVUE vs ILMN
+5.3%
-29.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.3% |
| 7D | -6.1% | -9.2% | +3.1% | -5.6% |
| 30D | -5.6% | +4.4% | -9.9% | -5.8% |
| 3M | -0.3% | +23.9% | -24.2% | -1.5% |
| 6M | +1.4% | +64.5% | -63.1% | -1.4% |
| YTD | +6.7% | +53.5% | -46.7% | +4.1% |
| 1Y | +1.0% | +110.8% | -109.8% | -3.5% |
| 3Y | -5.4% | +30.7% | -36.0% | -8.2% |
| All | -24.4% | +5.3% | -29.7% | -26.3% |
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