+67.7%
ASML vs KIM
+31.2%
+36.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.0% | -8.4% | -8.9% |
| 7D | -19.0% | +5.0% | -24.0% | -20.9% |
| 30D | -25.9% | +15.8% | -41.7% | -31.0% |
| 3M | -19.1% | +4.3% | -23.3% | -20.8% |
| 6M | -5.7% | +11.4% | -17.1% | -11.5% |
| YTD | +27.6% | +30.8% | -3.2% | +9.9% |
| 1Y | +30.8% | +31.4% | -0.7% | +12.0% |
| 3Y | +116.2% | +57.7% | +58.6% | +58.2% |
| 5Y | +67.7% | +31.7% | +36.0% | +37.6% |
| All | +67.7% | +31.2% | +36.4% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling