+117.9%
ASML vs KMX
-20.9%
+138.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.6% | -4.7% | -8.2% |
| 7D | -19.0% | -6.4% | -12.7% | -17.8% |
| 30D | -25.9% | -4.9% | -21.1% | -25.2% |
| 3M | -19.1% | -7.2% | -11.9% | -18.1% |
| 6M | -5.7% | +41.2% | -46.9% | -14.6% |
| YTD | +27.6% | +36.1% | -8.5% | +15.0% |
| 1Y | +30.8% | +28.9% | +1.9% | +18.1% |
| All | +117.9% | -20.9% | +138.8% | +127.2% |
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