+117.9%
ASML vs KEY
+107.3%
+10.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.7% | -6.6% | -8.4% |
| 7D | -19.0% | -2.5% | -16.6% | -18.3% |
| 30D | -25.9% | +4.1% | -30.0% | -26.9% |
| 3M | -19.1% | -8.4% | -10.7% | -16.7% |
| 6M | -5.7% | -2.3% | -3.4% | -5.2% |
| YTD | +27.6% | +4.6% | +23.0% | +25.3% |
| 1Y | +30.8% | +24.6% | +6.2% | +21.4% |
| All | +117.9% | +107.3% | +10.6% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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