+75.5%
ASML vs KMB
-0.3%
+75.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.8% | +6.9% | +4.9% |
| 7D | -9.0% | +0.5% | -9.5% | -9.0% |
| 30D | -21.0% | +12.4% | -33.3% | -20.9% |
| 3M | -16.3% | +1.0% | -17.3% | -16.2% |
| 6M | -7.5% | +12.1% | -19.7% | -8.0% |
| YTD | +34.0% | +11.6% | +22.4% | +33.3% |
| 1Y | +39.3% | +13.1% | +26.2% | +38.4% |
| 3Y | +128.9% | +1.6% | +127.3% | +117.3% |
| All | +75.5% | -0.3% | +75.8% | +62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling