+23,408.6%
KLAC vs ASML
+109,531.0%
-86,122.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.2% | +3.1% | +4.5% |
| 7D | +5.7% | +1.1% | +4.6% | +5.0% |
| 30D | -3.6% | +2.2% | -5.8% | -4.8% |
| 3M | -12.8% | -2.3% | -10.5% | -9.1% |
| 6M | +26.1% | +23.0% | +3.1% | +12.5% |
| YTD | +53.3% | +61.1% | -7.7% | +14.7% |
| 1Y | +113.7% | +129.1% | -15.4% | +26.5% |
| 3Y | +274.9% | +165.4% | +109.5% | +102.0% |
| 5Y | +470.1% | +109.5% | +360.7% | +257.7% |
| 10Y | +2,997.0% | +1,645.7% | +1,351.3% | +410.5% |
| All | +23,408.6% | +109,531.0% | -86,122.4% | +258.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling