+1,644.6%
ASML vs KGC
+657.9%
+986.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.3% | +6.5% | +4.6% |
| 7D | +1.1% | -1.3% | +2.4% | +1.3% |
| 30D | +2.2% | +20.3% | -18.1% | -1.5% |
| 3M | -2.3% | +8.1% | -10.4% | -4.2% |
| 6M | +23.0% | -8.8% | +31.7% | +24.0% |
| YTD | +61.1% | +10.1% | +51.0% | +56.5% |
| 1Y | +129.1% | +44.2% | +84.9% | +112.1% |
| 3Y | +165.4% | +533.0% | -367.7% | +88.0% |
| 5Y | +109.5% | +443.0% | -333.5% | +47.2% |
| All | +1,644.6% | +657.9% | +986.7% | +1,115.5% |
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