+1,582.8%
ASML vs KIM
+63.9%
+1,519.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +2.5% | -1.0% | +3.6% | +2.9% |
| 30D | -12.2% | +14.8% | -27.0% | -15.8% |
| 3M | -14.6% | +8.1% | -22.8% | -16.7% |
| 6M | -1.7% | +11.7% | -13.4% | -5.5% |
| YTD | +44.3% | +30.7% | +13.6% | +32.2% |
| 1Y | +51.0% | +29.7% | +21.3% | +38.4% |
| 3Y | +137.6% | +65.1% | +72.5% | +99.7% |
| 5Y | +92.7% | +34.7% | +58.1% | +72.1% |
| 10Y | +1,582.8% | +64.1% | +1,518.7% | +1,174.9% |
| All | +1,582.8% | +63.9% | +1,519.0% | +1,174.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 10y: compounded portfolio wealth divided by compounded KIM 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…
10y analysis · Full analysis span regression · 6 months rolling