-27.2%
KWEB vs ILMN
+127.6%
-154.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.5% | +2.1% |
| 7D | -1.0% | +1.2% | -2.2% | -1.1% |
| 30D | -8.7% | +9.2% | -17.9% | -9.5% |
| 3M | -4.0% | +29.8% | -33.8% | -6.2% |
| 6M | -13.1% | +69.2% | -82.3% | -17.3% |
| YTD | -23.5% | +66.4% | -89.9% | -27.1% |
| 1Y | -27.2% | +123.4% | -150.6% | -32.0% |
| All | -27.2% | +127.6% | -154.8% | -32.0% |
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 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