+108.6%
ASML vs KR
+39.7%
+68.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.0% | +4.2% |
| 7D | +1.1% | +1.5% | -0.4% | +1.4% |
| 30D | +2.2% | +4.1% | -1.9% | +3.0% |
| 3M | -2.3% | -5.2% | +2.9% | -2.5% |
| 6M | +23.0% | -12.8% | +35.8% | +21.4% |
| YTD | +61.1% | -4.6% | +65.7% | +60.5% |
| 1Y | +129.1% | -11.7% | +140.8% | +127.2% |
| 3Y | +165.4% | +36.3% | +129.1% | +162.5% |
| All | +108.6% | +39.7% | +68.9% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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