+75.5%
ASML vs KO
+95.1%
-19.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.0% |
| 7D | -9.0% | +1.7% | -10.7% | -9.1% |
| 30D | -21.0% | +11.5% | -32.4% | -21.4% |
| 3M | -16.3% | +10.8% | -27.1% | -16.8% |
| 6M | -7.5% | +22.3% | -29.8% | -9.7% |
| YTD | +34.0% | +39.5% | -5.5% | +26.7% |
| 1Y | +39.3% | +42.2% | -2.9% | +30.8% |
| 3Y | +128.9% | +83.1% | +45.8% | +80.2% |
| All | +75.5% | +95.1% | -19.7% | +39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling