+47.5%
ASML vs KGC
-20.2%
+67.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | +4.9% | -6.7% | +11.6% | +7.0% |
| 30D | -9.3% | -6.7% | -2.6% | -7.6% |
| 3M | -19.0% | -22.6% | +3.6% | -13.8% |
| 6M | -5.2% | -33.4% | +28.2% | +5.2% |
| YTD | +40.6% | -26.0% | +66.6% | +47.1% |
| 1Y | +47.5% | -18.3% | +65.8% | +48.2% |
| All | +47.5% | -20.2% | +67.7% | +48.2% |
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 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