+108.6%
ASML vs KEEL
-47.8%
+156.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.6% | +0.6% | +3.6% |
| 7D | +1.1% | +7.8% | -6.7% | -0.2% |
| 30D | +2.2% | -11.7% | +13.9% | +3.5% |
| 3M | -2.3% | -41.5% | +39.2% | +4.5% |
| 6M | +23.0% | +54.9% | -31.9% | +11.5% |
| YTD | +61.1% | +47.7% | +13.4% | +45.3% |
| 1Y | +129.1% | +177.6% | -48.5% | +78.3% |
| 3Y | +165.4% | +164.9% | +0.5% | +79.8% |
| All | +108.6% | -47.8% | +156.4% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling