+7,534.6%
ASML vs KRE
+145.6%
+7,389.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.2% | +5.1% |
| 7D | -9.0% | +0.3% | -9.3% | -9.1% |
| 30D | -21.0% | +4.8% | -25.8% | -22.8% |
| 3M | -16.3% | -5.1% | -11.2% | -14.3% |
| 6M | -7.5% | +3.3% | -10.8% | -9.4% |
| YTD | +34.0% | +13.3% | +20.6% | +25.4% |
| 1Y | +39.3% | +22.9% | +16.4% | +25.1% |
| 3Y | +128.9% | +82.1% | +46.8% | +64.2% |
| 5Y | +76.1% | +11.0% | +65.1% | +59.0% |
| 10Y | +1,428.4% | +115.7% | +1,312.6% | +791.1% |
| All | +7,534.6% | +145.6% | +7,389.0% | +3,711.9% |
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 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