+164.9%
ASML vs KGC
+543.3%
-378.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.3% | +6.5% | +4.7% |
| 7D | +1.1% | -1.3% | +2.4% | +1.3% |
| 30D | +2.2% | +20.3% | -18.1% | -2.4% |
| 3M | -2.3% | +8.1% | -10.4% | -4.7% |
| 6M | +23.0% | -8.8% | +31.7% | +23.7% |
| YTD | +61.1% | +10.1% | +51.0% | +55.5% |
| 1Y | +129.1% | +44.2% | +84.9% | +109.6% |
| All | +164.9% | +543.3% | -378.3% | +83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling