+1,395.4%
ASML vs KIM
+64.5%
+1,330.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.4% | +5.1% |
| 7D | -9.0% | +4.1% | -13.1% | -10.1% |
| 30D | -21.0% | +16.8% | -37.8% | -24.6% |
| 3M | -16.3% | +5.7% | -22.0% | -17.8% |
| 6M | -7.5% | +9.7% | -17.2% | -10.6% |
| YTD | +34.0% | +30.2% | +3.8% | +22.8% |
| 1Y | +39.3% | +32.1% | +7.2% | +26.9% |
| 3Y | +128.9% | +58.6% | +70.3% | +94.6% |
| 5Y | +76.1% | +31.2% | +44.9% | +58.2% |
| All | +1,395.4% | +64.5% | +1,330.9% | +1,030.3% |
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