+82.7%
ASML vs KEEL
-78.9%
+161.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +0.7% |
| 7D | +4.9% | -0.5% | +5.5% | +5.0% |
| 30D | -9.3% | -27.1% | +17.8% | -4.9% |
| 3M | -19.0% | -43.8% | +24.8% | -12.0% |
| 6M | -5.2% | -55.2% | +50.0% | +5.1% |
| YTD | +40.6% | -20.9% | +61.5% | +39.3% |
| 1Y | +47.5% | -28.5% | +76.0% | +47.3% |
| 3Y | +133.9% | +66.1% | +67.8% | +69.0% |
| All | +82.7% | -78.9% | +161.6% | +81.2% |
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