+46.0%
ASML vs KEYS
+59.2%
-13.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.9% |
| 7D | -2.9% | -4.5% | +1.6% | -0.1% |
| 30D | -15.2% | -23.9% | +8.7% | -0.2% |
| 3M | -12.9% | -13.1% | +0.2% | -5.3% |
| 6M | -5.0% | -19.1% | +14.1% | +6.9% |
| YTD | +41.8% | +43.4% | -1.6% | +24.6% |
| 1Y | +46.0% | +58.8% | -12.8% | +24.6% |
| All | +46.0% | +59.2% | -13.1% | +24.6% |
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