+164.9%
ASML vs KO
+62.4%
+102.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +3.8% |
| 7D | +1.1% | -1.8% | +2.9% | +0.4% |
| 30D | +2.2% | +1.4% | +0.8% | +2.9% |
| 3M | -2.3% | +15.4% | -17.7% | +3.1% |
| 6M | +23.0% | +14.3% | +8.7% | +29.4% |
| YTD | +61.1% | +27.7% | +33.4% | +75.6% |
| 1Y | +129.1% | +32.7% | +96.4% | +152.5% |
| All | +164.9% | +62.4% | +102.6% | +201.4% |
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