-23.0%
KWEB vs ILMN
+25.5%
-48.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.8% |
| 7D | -4.3% | -9.2% | +4.9% | -1.5% |
| 30D | -13.0% | +4.4% | -17.4% | -14.4% |
| 3M | -7.6% | +23.9% | -31.4% | -14.3% |
| 6M | -21.1% | +64.5% | -85.6% | -33.5% |
| YTD | -28.2% | +53.5% | -81.7% | -38.7% |
| 1Y | -34.9% | +110.8% | -145.6% | -50.8% |
| 3Y | -0.8% | +30.7% | -31.4% | -15.9% |
| 5Y | -43.6% | -54.8% | +11.3% | -31.9% |
| All | -23.0% | +25.5% | -48.5% | -31.8% |
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