+39.3%
ASML vs KO
+43.8%
-4.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.0% |
| 7D | -9.0% | +1.7% | -10.7% | -7.7% |
| 30D | -21.0% | +11.5% | -32.4% | -13.9% |
| 3M | -16.3% | +10.8% | -27.1% | -8.9% |
| 6M | -7.5% | +22.3% | -29.8% | +7.8% |
| YTD | +34.0% | +39.5% | -5.5% | +76.5% |
| 1Y | +39.3% | +42.2% | -2.9% | +87.1% |
| All | +39.3% | +43.8% | -4.5% | +87.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling