+51.0%
ASML vs KIM
+31.2%
+19.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.7% |
| 7D | +2.5% | -1.0% | +3.6% | +2.1% |
| 30D | -12.2% | +14.8% | -27.0% | -7.7% |
| 3M | -14.6% | +8.1% | -22.8% | -11.7% |
| 6M | -1.7% | +11.7% | -13.4% | +0.8% |
| YTD | +44.3% | +30.7% | +13.6% | +63.7% |
| 1Y | +51.0% | +29.7% | +21.3% | +71.7% |
| All | +51.0% | +31.2% | +19.8% | +71.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling