+1,395.4%
ASML vs KGC
+523.1%
+872.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.0% | +2.0% | +4.5% |
| 7D | -9.0% | +10.5% | -19.5% | -10.8% |
| 30D | -21.0% | -4.1% | -16.9% | -20.5% |
| 3M | -16.3% | -13.1% | -3.2% | -14.7% |
| 6M | -7.5% | -27.5% | +20.0% | -2.9% |
| YTD | +34.0% | -20.7% | +54.7% | +37.7% |
| 1Y | +39.3% | -6.1% | +45.3% | +39.0% |
| 3Y | +128.9% | +318.6% | -189.8% | +72.8% |
| 5Y | +76.1% | +289.9% | -213.9% | +30.0% |
| All | +1,395.4% | +523.1% | +872.3% | +966.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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