+27.5%
KWEB vs ILMN
+178.7%
-151.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.5% | +2.5% |
| 7D | -1.0% | +1.2% | -2.2% | -1.5% |
| 30D | -8.7% | +9.2% | -17.9% | -11.5% |
| 3M | -4.0% | +29.8% | -33.8% | -12.1% |
| 6M | -13.1% | +69.2% | -82.3% | -27.2% |
| YTD | -23.5% | +66.4% | -89.9% | -36.0% |
| 1Y | -27.2% | +123.4% | -150.6% | -45.5% |
| 3Y | -2.1% | +33.2% | -35.3% | -17.2% |
| 5Y | -40.8% | -52.0% | +11.2% | -31.8% |
| 10Y | -17.5% | +33.6% | -51.1% | -32.9% |
| All | +27.5% | +178.7% | -151.2% | -16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling