+7,169.7%
ASML vs KRE
+146.0%
+7,023.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.5% | -6.9% | -8.2% |
| 7D | -19.0% | -0.8% | -18.3% | -18.7% |
| 30D | -25.9% | +3.2% | -29.1% | -27.1% |
| 3M | -19.1% | -6.0% | -13.1% | -16.8% |
| 6M | -5.7% | +4.6% | -10.3% | -8.2% |
| YTD | +27.6% | +13.5% | +14.1% | +19.3% |
| 1Y | +30.8% | +22.2% | +8.5% | +17.8% |
| 3Y | +116.2% | +79.8% | +36.4% | +56.1% |
| 5Y | +67.7% | +11.2% | +56.5% | +51.3% |
| 10Y | +1,355.3% | +116.1% | +1,239.3% | +747.9% |
| All | +7,169.7% | +146.0% | +7,023.7% | +3,527.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling