+655.6%
ASML vs KEEL
+111.0%
+544.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.1% |
| 7D | -2.9% | -12.8% | +9.9% | -1.7% |
| 30D | -15.2% | -37.4% | +22.2% | -11.6% |
| 3M | -12.9% | -43.8% | +30.9% | -8.7% |
| 6M | -5.0% | -51.9% | +46.8% | +0.2% |
| YTD | +41.8% | -18.7% | +60.5% | +41.5% |
| 1Y | +46.0% | -46.6% | +92.7% | +50.0% |
| 3Y | +133.5% | +59.2% | +74.3% | +105.4% |
| 5Y | +93.0% | -75.8% | +168.8% | +75.2% |
| All | +655.6% | +111.0% | +544.5% | +555.6% |
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