+765.5%
ASML vs KEEL
+309.9%
+455.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -2.0% |
| 7D | +2.8% | +19.3% | -16.5% | +1.1% |
| 30D | -0.2% | +9.1% | -9.3% | -1.3% |
| 3M | -2.6% | -31.5% | +29.0% | -0.2% |
| 6M | +27.9% | +75.8% | -48.0% | +20.0% |
| YTD | +62.4% | +57.9% | +4.6% | +52.9% |
| 1Y | +116.2% | +133.3% | -17.1% | +93.4% |
| 3Y | +182.4% | +204.1% | -21.7% | +133.9% |
| 5Y | +112.4% | -37.5% | +149.9% | +80.2% |
| All | +765.5% | +309.9% | +455.6% | +608.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 10y: compounded portfolio wealth divided by compounded KEEL 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…
10y analysis · Full analysis span regression · 6 months rolling