+1,644.6%
ASML vs KIM
+29.2%
+1,615.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.3% | +4.2% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | +2.2% | -4.0% | +6.2% | +3.4% |
| 3M | -2.3% | +0.5% | -2.8% | -2.9% |
| 6M | +23.0% | +3.6% | +19.4% | +21.1% |
| YTD | +61.1% | +20.4% | +40.6% | +51.4% |
| 1Y | +129.1% | +9.7% | +119.4% | +121.1% |
| 3Y | +165.4% | +46.0% | +119.4% | +131.4% |
| 5Y | +109.5% | +34.4% | +75.0% | +88.0% |
| All | +1,644.6% | +29.2% | +1,615.4% | +1,412.5% |
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