+97,349.8%
ASML vs KGC
+159.4%
+97,190.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.3% | +6.5% | +4.3% |
| 7D | +1.1% | -1.3% | +2.4% | +1.2% |
| 30D | +2.2% | +20.3% | -18.1% | +0.7% |
| 3M | -2.3% | +8.1% | -10.4% | -3.1% |
| 6M | +23.0% | -8.8% | +31.7% | +23.5% |
| YTD | +61.1% | +10.1% | +51.0% | +59.3% |
| 1Y | +129.1% | +44.2% | +84.9% | +122.1% |
| 3Y | +165.4% | +533.0% | -367.7% | +131.0% |
| 5Y | +109.5% | +443.0% | -333.5% | +82.5% |
| 10Y | +1,645.7% | +678.6% | +967.2% | +1,363.1% |
| All | +97,349.8% | +159.4% | +97,190.4% | +91,511.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling