+47.5%
ASML vs KDP
+39.5%
+8.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | +0.5% |
| 7D | +4.9% | -0.8% | +5.7% | +5.0% |
| 30D | -9.3% | +9.7% | -19.0% | -6.6% |
| 3M | -19.0% | +17.6% | -36.6% | -15.1% |
| 6M | -5.2% | +25.8% | -31.0% | -0.6% |
| YTD | +40.6% | +33.9% | +6.7% | +50.2% |
| 1Y | +47.5% | +38.9% | +8.6% | +64.1% |
| All | +47.5% | +39.5% | +8.0% | +64.1% |
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