+758.2%
ASML vs KEEL
+283.4%
+474.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.6% | +0.6% | +3.8% |
| 7D | +1.1% | +7.8% | -6.7% | +0.4% |
| 30D | +2.2% | -11.7% | +13.9% | +3.0% |
| 3M | -2.3% | -41.5% | +39.2% | +1.5% |
| 6M | +23.0% | +54.9% | -31.9% | +16.7% |
| YTD | +61.1% | +47.7% | +13.4% | +52.5% |
| 1Y | +129.1% | +177.6% | -48.5% | +101.8% |
| 3Y | +165.4% | +164.9% | +0.5% | +122.3% |
| 5Y | +109.5% | -45.9% | +155.3% | +79.2% |
| All | +758.2% | +283.4% | +474.8% | +606.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling