+1,767.1%
ASML vs KEYS
+995.3%
+771.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.5% |
| 7D | +2.8% | +2.9% | -0.1% | +0.9% |
| 30D | -0.2% | -1.3% | +1.1% | +0.5% |
| 3M | -2.6% | -0.1% | -2.5% | -2.5% |
| 6M | +27.9% | +17.4% | +10.5% | +15.2% |
| YTD | +62.4% | +62.9% | -0.5% | +14.0% |
| 1Y | +116.2% | +95.7% | +20.5% | +32.6% |
| 3Y | +182.4% | +150.2% | +32.2% | +42.2% |
| 5Y | +112.4% | +83.1% | +29.3% | +32.9% |
| 10Y | +1,767.1% | +1,020.9% | +746.2% | +347.9% |
| All | +1,767.1% | +995.3% | +771.7% | +347.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling