+188.2%
ASML vs KEYS
+153.6%
+34.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +1.7% |
| 7D | +6.0% | +4.4% | +1.6% | +3.2% |
| 30D | +1.4% | -2.2% | +3.6% | +2.7% |
| 3M | +1.0% | +0.5% | +0.5% | +0.8% |
| 6M | +37.0% | +22.4% | +14.6% | +22.3% |
| YTD | +65.8% | +64.1% | +1.7% | +20.5% |
| 1Y | +123.1% | +97.0% | +26.2% | +42.7% |
| 3Y | +188.2% | +152.0% | +36.1% | +47.6% |
| All | +188.2% | +153.6% | +34.5% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling