+1,395.4%
ASML vs KMI
+149.4%
+1,246.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.8% | +5.3% |
| 7D | -9.0% | -10.8% | +1.7% | -4.6% |
| 30D | -21.0% | -5.0% | -16.0% | -19.3% |
| 3M | -16.3% | -3.4% | -12.9% | -15.3% |
| 6M | -7.5% | -3.4% | -4.1% | -7.0% |
| YTD | +34.0% | +13.1% | +20.9% | +25.3% |
| 1Y | +39.3% | +19.0% | +20.3% | +27.1% |
| 3Y | +128.9% | +106.1% | +22.7% | +59.7% |
| 5Y | +76.1% | +130.1% | -54.0% | +16.8% |
| All | +1,395.4% | +149.4% | +1,246.0% | +781.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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