+133.9%
ASML vs KMX
-14.8%
+148.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.4% |
| 7D | +4.9% | +3.4% | +1.6% | +4.1% |
| 30D | -9.3% | +6.8% | -16.1% | -10.9% |
| 3M | -19.0% | -11.4% | -7.6% | -17.0% |
| 6M | -5.2% | +43.6% | -48.8% | -14.5% |
| YTD | +40.6% | +37.7% | +2.9% | +26.4% |
| 1Y | +47.5% | +53.0% | -5.5% | +28.8% |
| 3Y | +133.9% | -16.3% | +150.2% | +143.0% |
| All | +133.9% | -14.8% | +148.6% | +143.0% |
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