+1,504.8%
ASML vs KO
+213.5%
+1,291.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.4% | +5.8% | +6.1% |
| 7D | -0.8% | +0.2% | -1.1% | -0.9% |
| 30D | -14.9% | +9.1% | -24.0% | -17.7% |
| 3M | -13.0% | +11.0% | -23.9% | -16.6% |
| 6M | -4.7% | +24.0% | -28.7% | -13.7% |
| YTD | +42.3% | +40.0% | +2.3% | +21.7% |
| 1Y | +49.7% | +39.7% | +10.0% | +27.9% |
| 3Y | +144.3% | +84.8% | +59.5% | +73.1% |
| 5Y | +86.4% | +96.8% | -10.4% | +27.6% |
| 10Y | +1,504.8% | +209.7% | +1,295.1% | +823.9% |
| All | +1,504.8% | +213.5% | +1,291.3% | +823.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KO.
Daily Out/Under-Performance
Portfolio return minus KO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KO 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 KO 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