+108.6%
ASML vs KDP
+6.0%
+102.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.3% |
| 7D | +1.1% | +1.3% | -0.2% | +0.9% |
| 30D | +2.2% | +6.0% | -3.8% | +1.2% |
| 3M | -2.3% | +9.2% | -11.5% | -4.3% |
| 6M | +23.0% | +14.7% | +8.3% | +19.1% |
| YTD | +61.1% | +19.2% | +41.9% | +54.3% |
| 1Y | +129.1% | +15.2% | +113.9% | +120.8% |
| 3Y | +165.4% | +6.0% | +159.4% | +156.2% |
| All | +108.6% | +6.0% | +102.5% | +106.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling