+133.5%
ASML vs KIM
+65.6%
+67.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -2.9% | +2.8% | -5.6% | -3.2% |
| 30D | -15.2% | +15.9% | -31.1% | -17.2% |
| 3M | -12.9% | +7.8% | -20.7% | -13.9% |
| 6M | -5.0% | +11.9% | -16.9% | -7.5% |
| YTD | +41.8% | +31.0% | +10.8% | +32.7% |
| 1Y | +46.0% | +32.3% | +13.7% | +36.1% |
| 3Y | +133.5% | +65.5% | +68.0% | +100.9% |
| All | +133.5% | +65.6% | +67.9% | +100.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling