+108.6%
ASML vs KRE
+31.9%
+76.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.6% | +3.9% |
| 7D | +1.1% | +1.3% | -0.2% | +0.5% |
| 30D | +2.2% | -2.7% | +4.9% | +3.5% |
| 3M | -2.3% | +8.2% | -10.5% | -6.1% |
| 6M | +23.0% | +12.8% | +10.2% | +16.0% |
| YTD | +61.1% | +17.5% | +43.6% | +48.7% |
| 1Y | +129.1% | +16.6% | +112.5% | +111.4% |
| 3Y | +165.4% | +79.5% | +85.9% | +90.8% |
| All | +108.6% | +31.9% | +76.7% | +103.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling