+67.7%
ASML vs KEY
+12.4%
+55.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.8% |
| 6M | -5.7% | -2.3% | -3.4% | -5.2% |
| YTD | +27.6% | +4.6% | +23.0% | +25.4% |
| 1Y | +30.8% | +24.6% | +6.2% | +21.3% |
| 3Y | +116.2% | +112.8% | +3.5% | +64.3% |
| 5Y | +67.7% | +12.9% | +54.7% | +75.3% |
| All | +67.7% | +12.4% | +55.3% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling