+12.2%
KWEB vs ILMN
+164.4%
-152.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | -7.8% | -2.9% | -5.0% | -7.1% |
| 30D | -6.4% | -23.8% | +17.4% | -0.1% |
| 3M | -14.6% | +7.5% | -22.1% | -18.5% |
| 6M | -25.0% | +42.8% | -67.8% | -34.9% |
| YTD | -32.7% | +57.8% | -90.5% | -44.0% |
| 1Y | -37.3% | +72.6% | -109.9% | -49.4% |
| 3Y | -5.9% | +129.3% | -135.2% | -35.3% |
| 5Y | -47.1% | -44.5% | -2.6% | -43.1% |
| 10Y | -22.3% | +54.5% | -76.9% | -39.7% |
| All | +12.2% | +164.4% | -152.2% | -27.2% |
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