+93.0%
ASML vs KEYS
+57.8%
+35.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -1.0% |
| 7D | -2.9% | -4.5% | +1.6% | +0.5% |
| 30D | -15.2% | -23.9% | +8.7% | +3.3% |
| 3M | -12.9% | -13.1% | +0.2% | -4.0% |
| 6M | -5.0% | -19.1% | +14.1% | +10.2% |
| YTD | +41.8% | +43.4% | -1.6% | +5.0% |
| 1Y | +46.0% | +58.8% | -12.8% | -0.6% |
| 3Y | +133.5% | +134.6% | -1.1% | +8.3% |
| 5Y | +93.0% | +58.7% | +34.3% | +21.6% |
| All | +93.0% | +57.8% | +35.2% | +21.6% |
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 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