+75.5%
ASML vs KR
+78.8%
-3.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.5% | +7.5% | +4.5% |
| 7D | -9.0% | +1.4% | -10.4% | -8.6% |
| 30D | -21.0% | +14.3% | -35.2% | -18.5% |
| 3M | -16.3% | +18.9% | -35.2% | -12.9% |
| 6M | -7.5% | +3.8% | -11.3% | -5.2% |
| YTD | +34.0% | +10.2% | +23.8% | +38.1% |
| 1Y | +39.3% | +9.2% | +30.1% | +43.6% |
| 3Y | +128.9% | +60.3% | +68.6% | +133.1% |
| All | +75.5% | +78.8% | -3.3% | +88.9% |
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