-33.9%
KWEB vs ILMN
+92.1%
-126.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.9% | +9.4% | +4.7% |
| 7D | +5.8% | -21.6% | +27.3% | +7.4% |
| 30D | -1.0% | -22.9% | +21.9% | +0.6% |
| 3M | -15.8% | +11.6% | -27.4% | -17.4% |
| 6M | -14.9% | +62.5% | -77.5% | -20.4% |
| YTD | -28.6% | +72.7% | -101.3% | -34.6% |
| 1Y | -33.9% | +93.9% | -127.8% | -41.3% |
| All | -33.9% | +92.1% | -126.1% | -41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling