+39.3%
ASML vs KDP
+42.4%
-3.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.7% | +5.7% | +4.8% |
| 7D | -9.0% | +2.2% | -11.2% | -8.2% |
| 30D | -21.0% | +19.9% | -40.9% | -17.2% |
| 3M | -16.3% | +21.5% | -37.8% | -12.0% |
| 6M | -7.5% | +30.1% | -37.6% | -3.0% |
| YTD | +34.0% | +34.9% | -1.0% | +42.8% |
| 1Y | +39.3% | +43.4% | -4.1% | +56.8% |
| All | +39.3% | +42.4% | -3.1% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 1y: compounded portfolio wealth divided by compounded KDP 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…
1y analysis · Full analysis span regression · 6 months rolling