+1,395.4%
ASML vs KMX
+0.3%
+1,395.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.1% | +7.1% | +5.7% |
| 7D | -9.0% | -7.4% | -1.6% | -6.8% |
| 30D | -21.0% | -3.4% | -17.6% | -20.4% |
| 3M | -16.3% | -11.3% | -5.0% | -13.7% |
| 6M | -7.5% | +30.6% | -38.1% | -16.9% |
| YTD | +34.0% | +33.2% | +0.8% | +17.7% |
| 1Y | +39.3% | +66.7% | -27.4% | +12.7% |
| 3Y | +128.9% | -22.1% | +150.9% | +128.9% |
| 5Y | +76.1% | -66.7% | +142.8% | +129.3% |
| All | +1,395.4% | +0.3% | +1,395.2% | +1,307.9% |
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