+6,218.2%
ASML vs KDP
+1,132.0%
+5,086.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.5% |
| 7D | +1.1% | +1.3% | -0.2% | +0.6% |
| 30D | +2.2% | +6.0% | -3.8% | -0.2% |
| 3M | -2.3% | +9.2% | -11.5% | -6.4% |
| 6M | +23.0% | +14.7% | +8.3% | +15.1% |
| YTD | +61.1% | +19.2% | +41.9% | +48.0% |
| 1Y | +129.1% | +15.2% | +113.9% | +112.1% |
| 3Y | +165.4% | +6.0% | +159.4% | +147.1% |
| 5Y | +109.5% | +5.4% | +104.0% | +95.2% |
| 10Y | +1,645.7% | +171.9% | +1,473.8% | +932.3% |
| All | +6,218.2% | +1,132.0% | +5,086.2% | +1,496.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling