+309.5%
KLAC vs ASML
+92.8%
+216.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.8% | +3.5% | +3.6% |
| 7D | +7.5% | +2.5% | +4.9% | +5.8% |
| 30D | -15.3% | -12.2% | -3.1% | -3.9% |
| 3M | -19.6% | -14.6% | -5.0% | -6.3% |
| 6M | -12.5% | -1.7% | -10.8% | -7.4% |
| YTD | +33.0% | +44.3% | -11.3% | +1.6% |
| 1Y | +35.9% | +51.0% | -15.1% | -0.2% |
| 3Y | +208.6% | +137.6% | +71.1% | +51.4% |
| 5Y | +309.5% | +92.7% | +216.8% | +135.5% |
| All | +309.5% | +92.8% | +216.7% | +135.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling