+108.6%
ASML vs KGC
+450.1%
-341.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.3% | +6.5% | +4.8% |
| 7D | +1.1% | -1.3% | +2.4% | +1.3% |
| 30D | +2.2% | +20.3% | -18.1% | -3.1% |
| 3M | -2.3% | +8.1% | -10.4% | -5.1% |
| 6M | +23.0% | -8.8% | +31.7% | +24.3% |
| YTD | +61.1% | +10.1% | +51.0% | +54.0% |
| 1Y | +129.1% | +44.2% | +84.9% | +103.3% |
| 3Y | +165.4% | +533.0% | -367.7% | +49.5% |
| All | +108.6% | +450.1% | -341.5% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling