+1,395.4%
ASML vs KMB
+36.7%
+1,358.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.8% | +6.9% | +5.3% |
| 7D | -9.0% | +0.5% | -9.5% | -9.1% |
| 30D | -21.0% | +12.4% | -33.3% | -22.5% |
| 3M | -16.3% | +1.0% | -17.3% | -16.6% |
| 6M | -7.5% | +12.1% | -19.7% | -10.1% |
| YTD | +34.0% | +11.6% | +22.4% | +30.2% |
| 1Y | +39.3% | +13.1% | +26.2% | +34.9% |
| 3Y | +128.9% | +1.6% | +127.3% | +119.1% |
| 5Y | +76.1% | -0.3% | +76.4% | +68.1% |
| All | +1,395.4% | +36.7% | +1,358.7% | +1,247.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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