+115.6%
ASML vs KEYS
+84.5%
+31.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +1.5% |
| 7D | +6.0% | +4.4% | +1.6% | +2.7% |
| 30D | +1.4% | -2.2% | +3.6% | +2.8% |
| 3M | +1.0% | +0.5% | +0.5% | +0.5% |
| 6M | +37.0% | +22.4% | +14.6% | +18.5% |
| YTD | +65.8% | +64.1% | +1.7% | +11.1% |
| 1Y | +123.1% | +97.0% | +26.2% | +28.0% |
| 3Y | +188.2% | +152.0% | +36.1% | +27.3% |
| 5Y | +115.6% | +83.7% | +31.9% | +21.3% |
| All | +115.6% | +84.5% | +31.1% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling