+140.3%
ASML vs KEY
+113.1%
+27.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -4.1% |
| 7D | -10.0% | +1.7% | -11.7% | -10.5% |
| 30D | -19.4% | +6.8% | -26.2% | -21.3% |
| 3M | -12.5% | -5.8% | -6.7% | -10.8% |
| 6M | +8.2% | +1.4% | +6.8% | +7.4% |
| YTD | +40.7% | +7.5% | +33.2% | +36.8% |
| 1Y | +46.1% | +29.6% | +16.5% | +33.7% |
| All | +140.3% | +113.1% | +27.2% | +89.2% |
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