+39.3%
ASML vs KRE
+22.4%
+16.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.2% | +5.1% |
| 7D | -9.0% | +0.3% | -9.3% | -9.0% |
| 30D | -21.0% | +4.8% | -25.8% | -22.4% |
| 3M | -16.3% | -5.1% | -11.2% | -14.2% |
| 6M | -7.5% | +3.3% | -10.8% | -9.6% |
| YTD | +34.0% | +13.3% | +20.6% | +24.2% |
| 1Y | +39.3% | +22.9% | +16.4% | +28.7% |
| All | +39.3% | +22.4% | +16.8% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 1y: compounded portfolio wealth divided by compounded KRE 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…
1y analysis · Full analysis span regression · 6 months rolling