+144.3%
ASML vs KEEL
+63.3%
+81.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.8% | +1.4% | +5.5% |
| 7D | -0.8% | +3.7% | -4.5% | -1.7% |
| 30D | -14.9% | -35.7% | +20.8% | -9.6% |
| 3M | -13.0% | -49.5% | +36.5% | -5.1% |
| 6M | -4.7% | -50.6% | +45.9% | +3.1% |
| YTD | +42.3% | -16.6% | +58.9% | +41.6% |
| 1Y | +49.7% | -46.4% | +96.2% | +55.5% |
| 3Y | +144.3% | +63.3% | +81.0% | +123.9% |
| All | +144.3% | +63.3% | +81.0% | +123.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling