+1,559.3%
ASML vs KIM
+63.0%
+1,496.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.3% |
| 7D | +10.4% | -0.7% | +11.0% | +10.6% |
| 30D | -12.7% | +13.4% | -26.1% | -16.0% |
| 3M | -17.2% | +6.5% | -23.7% | -18.9% |
| 6M | -1.3% | +10.6% | -11.9% | -4.8% |
| YTD | +40.8% | +29.9% | +10.9% | +29.2% |
| 1Y | +45.2% | +29.6% | +15.7% | +33.2% |
| 3Y | +131.8% | +64.1% | +67.8% | +95.1% |
| 5Y | +84.0% | +35.3% | +48.7% | +64.2% |
| All | +1,559.3% | +63.0% | +1,496.3% | +1,180.2% |
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