+129.1%
ASML vs KEYS
+98.0%
+31.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.7% | +3.3% |
| 7D | +1.1% | +2.3% | -1.2% | -0.2% |
| 30D | +2.2% | -2.6% | +4.8% | +3.7% |
| 3M | -2.3% | -4.6% | +2.3% | +0.4% |
| 6M | +23.0% | +8.7% | +14.2% | +19.2% |
| YTD | +61.1% | +61.0% | 0.0% | +30.9% |
| 1Y | +129.1% | +96.0% | +33.1% | +68.8% |
| All | +129.1% | +98.0% | +31.1% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling