+1,557.1%
ASML vs KIM
+63.6%
+1,493.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +4.9% | +0.1% | +4.8% | +4.9% |
| 30D | -9.3% | +14.1% | -23.4% | -12.8% |
| 3M | -19.0% | +6.0% | -25.0% | -20.5% |
| 6M | -5.2% | +13.2% | -18.5% | -9.2% |
| YTD | +40.6% | +30.4% | +10.2% | +28.9% |
| 1Y | +47.5% | +31.0% | +16.5% | +34.8% |
| 3Y | +133.9% | +67.6% | +66.2% | +95.6% |
| 5Y | +83.8% | +35.8% | +48.0% | +63.9% |
| All | +1,557.1% | +63.6% | +1,493.5% | +1,177.2% |
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