-43.5%
KWEB vs ILMN
-54.6%
+11.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.5% |
| 7D | -3.6% | -3.9% | +0.3% | -2.6% |
| 30D | -14.9% | +6.9% | -21.8% | -16.8% |
| 3M | -5.4% | +28.1% | -33.5% | -12.6% |
| 6M | -18.9% | +65.0% | -83.8% | -30.8% |
| YTD | -27.2% | +56.3% | -83.5% | -37.4% |
| 1Y | -34.2% | +108.7% | -142.9% | -49.2% |
| 3Y | +0.6% | +33.1% | -32.5% | -12.7% |
| 5Y | -43.5% | -54.1% | +10.6% | -10.5% |
| All | -43.5% | -54.6% | +11.1% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling