+1,559.3%
ASML vs KMX
-3.5%
+1,562.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -1.6% |
| 7D | +10.4% | 0.0% | +10.4% | +10.4% |
| 30D | -12.7% | +3.5% | -16.2% | -14.0% |
| 3M | -17.2% | -10.4% | -6.7% | -14.8% |
| 6M | -1.3% | +37.6% | -38.9% | -12.9% |
| YTD | +40.8% | +36.1% | +4.7% | +22.7% |
| 1Y | +45.2% | +52.8% | -7.6% | +21.1% |
| 3Y | +131.8% | -17.0% | +148.8% | +126.7% |
| 5Y | +84.0% | -64.7% | +148.7% | +135.8% |
| All | +1,559.3% | -3.5% | +1,562.8% | +1,386.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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