+128.9%
ASML vs KO
+83.7%
+45.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.0% |
| 7D | -9.0% | +1.7% | -10.7% | -8.1% |
| 30D | -21.0% | +11.5% | -32.4% | -16.1% |
| 3M | -16.3% | +10.8% | -27.1% | -11.3% |
| 6M | -7.5% | +22.3% | -29.8% | +3.0% |
| YTD | +34.0% | +39.5% | -5.5% | +57.6% |
| 1Y | +39.3% | +42.2% | -2.9% | +65.1% |
| 3Y | +128.9% | +83.1% | +45.8% | +213.6% |
| All | +128.9% | +83.7% | +45.2% | +213.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling