+2,047.5%
KLAC vs ASML
+1,409.1%
+638.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.0% | +1.7% | +2.2% |
| 7D | -12.3% | -9.0% | -3.3% | -4.1% |
| 30D | -29.6% | -21.0% | -8.7% | -12.7% |
| 3M | -28.2% | -16.3% | -11.9% | -15.1% |
| 6M | -23.6% | -7.5% | -16.0% | -14.9% |
| YTD | +14.4% | +34.0% | -19.6% | -7.3% |
| 1Y | +15.4% | +39.3% | -23.9% | -9.7% |
| 3Y | +184.3% | +128.9% | +55.5% | +42.3% |
| 5Y | +248.9% | +76.1% | +172.8% | +113.7% |
| All | +2,047.5% | +1,409.1% | +638.5% | +156.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ASML.
Daily Out/Under-Performance
Portfolio return minus ASML return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASML 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 10y: compounded portfolio wealth divided by compounded ASML 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…
10y analysis · Full analysis span regression · 6 months rolling