+164.9%
ASML vs KMX
-23.7%
+188.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.1% | +3.9% |
| 7D | +1.1% | +1.9% | -0.8% | +0.6% |
| 30D | +2.2% | +11.7% | -9.5% | -0.7% |
| 3M | -2.3% | +34.9% | -37.2% | -9.7% |
| 6M | +23.0% | +50.3% | -27.3% | +9.6% |
| YTD | +61.1% | +63.8% | -2.7% | +39.8% |
| 1Y | +129.1% | +3.8% | +125.3% | +122.4% |
| All | +164.9% | -23.7% | +188.7% | +158.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling