+144.3%
ASML vs KRE
+89.4%
+54.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.7% | +4.5% | +5.5% |
| 7D | -0.8% | -0.4% | -0.5% | -0.6% |
| 30D | -14.9% | +6.4% | -21.3% | -16.9% |
| 3M | -13.0% | -3.1% | -9.9% | -11.9% |
| 6M | -4.7% | +6.4% | -11.1% | -7.3% |
| YTD | +42.3% | +15.3% | +27.0% | +33.9% |
| 1Y | +49.7% | +23.3% | +26.5% | +37.3% |
| 3Y | +144.3% | +93.6% | +50.7% | +88.9% |
| All | +144.3% | +89.4% | +54.9% | +88.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling