+164.9%
ASML vs KEY
+122.6%
+42.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +1.1% | +2.2% | -1.1% | +0.3% |
| 30D | +2.2% | -3.0% | +5.2% | +3.2% |
| 3M | -2.3% | +3.3% | -5.6% | -3.5% |
| 6M | +23.0% | +9.2% | +13.8% | +19.3% |
| YTD | +61.1% | +10.6% | +50.4% | +55.4% |
| 1Y | +129.1% | +20.4% | +108.7% | +114.7% |
| All | +164.9% | +122.6% | +42.3% | +97.8% |
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