-5.9%
KWEB vs ILMN
+118.2%
-124.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -7.8% | -2.9% | -5.0% | -7.5% |
| 30D | -6.4% | -23.8% | +17.4% | -3.6% |
| 3M | -14.6% | +7.5% | -22.1% | -16.8% |
| 6M | -25.0% | +42.8% | -67.8% | -30.5% |
| YTD | -32.7% | +57.8% | -90.5% | -39.0% |
| 1Y | -37.3% | +72.6% | -109.9% | -44.1% |
| 3Y | -5.9% | +129.3% | -135.2% | -23.7% |
| All | -5.9% | +118.2% | -124.1% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling