+67.7%
ASML vs KGC
+289.8%
-222.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.8% | -10.1% | -9.5% |
| 7D | -19.0% | 0.0% | -19.0% | -19.2% |
| 30D | -25.9% | -9.3% | -16.6% | -24.2% |
| 3M | -19.1% | -15.9% | -3.2% | -16.3% |
| 6M | -5.7% | -24.9% | +19.1% | 0.0% |
| YTD | +27.6% | -23.0% | +50.6% | +33.1% |
| 1Y | +30.8% | -9.9% | +40.7% | +30.9% |
| 3Y | +116.2% | +301.2% | -185.0% | +35.8% |
| 5Y | +67.7% | +278.5% | -210.9% | -1.4% |
| All | +67.7% | +289.8% | -222.2% | -1.4% |
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 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