+45.2%
ASML vs KGC
-18.5%
+63.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.1% | -1.4% |
| 7D | +10.4% | -4.1% | +14.4% | +11.7% |
| 30D | -12.7% | -11.6% | -1.1% | -9.6% |
| 3M | -17.2% | -24.5% | +7.4% | -11.2% |
| 6M | -1.3% | -34.6% | +33.2% | +10.2% |
| YTD | +40.8% | -26.2% | +67.0% | +46.9% |
| 1Y | +45.2% | -20.1% | +65.3% | +47.2% |
| All | +45.2% | -18.5% | +63.7% | +47.2% |
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