+46.0%
ASML vs KGC
-14.2%
+60.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.8% | +5.4% | +1.3% |
| 7D | -2.9% | +8.0% | -10.9% | -5.1% |
| 30D | -15.2% | -9.3% | -5.9% | -12.9% |
| 3M | -12.9% | -21.3% | +8.4% | -7.7% |
| 6M | -5.0% | -31.5% | +26.4% | +4.6% |
| YTD | +41.8% | -23.2% | +65.0% | +46.1% |
| 1Y | +46.0% | -15.0% | +61.1% | +44.4% |
| All | +46.0% | -14.2% | +60.2% | +44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling