+108.6%
ASML vs KEY
+40.7%
+67.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +1.1% | +2.2% | -1.1% | +0.4% |
| 30D | +2.2% | -3.0% | +5.2% | +3.2% |
| 3M | -2.3% | +3.3% | -5.6% | -3.4% |
| 6M | +23.0% | +9.2% | +13.8% | +19.5% |
| YTD | +61.1% | +10.6% | +50.4% | +55.7% |
| 1Y | +129.1% | +20.4% | +108.7% | +114.9% |
| 3Y | +165.4% | +121.8% | +43.5% | +99.4% |
| All | +108.6% | +40.7% | +67.9% | +102.2% |
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 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