+3,390.8%
ASML vs KMI
+99.7%
+3,291.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.8% | +5.3% |
| 7D | -9.0% | -10.8% | +1.7% | -5.1% |
| 30D | -21.0% | -5.0% | -16.0% | -19.5% |
| 3M | -16.3% | -3.4% | -12.9% | -15.4% |
| 6M | -7.5% | -3.4% | -4.1% | -7.0% |
| YTD | +34.0% | +13.1% | +20.9% | +26.5% |
| 1Y | +39.3% | +19.0% | +20.3% | +28.8% |
| 3Y | +128.9% | +106.1% | +22.7% | +69.0% |
| 5Y | +76.1% | +130.1% | -54.0% | +24.7% |
| 10Y | +1,428.4% | +151.9% | +1,276.5% | +890.5% |
| All | +3,390.8% | +99.7% | +3,291.1% | +2,042.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling