+1,504.8%
ASML vs KMX
+13.6%
+1,491.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.1% | +1.1% | +4.5% |
| 7D | -0.8% | -4.1% | +3.2% | +0.5% |
| 30D | -14.9% | +2.9% | -17.7% | -16.0% |
| 3M | -13.0% | -7.0% | -6.0% | -11.6% |
| 6M | -4.7% | +34.1% | -38.8% | -15.1% |
| YTD | +42.3% | +40.0% | +2.3% | +23.0% |
| 1Y | +49.7% | +67.2% | -17.5% | +21.2% |
| 3Y | +144.3% | -13.4% | +157.7% | +135.6% |
| 5Y | +86.4% | -65.1% | +151.4% | +139.3% |
| 10Y | +1,504.8% | +6.9% | +1,497.9% | +1,410.3% |
| All | +1,504.8% | +13.6% | +1,491.3% | +1,410.3% |
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