+23,611.7%
ASML vs KMX
+378.2%
+23,233.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.6% | -4.7% | -8.1% |
| 7D | -19.0% | -6.4% | -12.7% | -17.6% |
| 30D | -25.9% | -4.9% | -21.1% | -25.2% |
| 3M | -19.1% | -7.2% | -11.9% | -18.0% |
| 6M | -5.7% | +41.2% | -46.9% | -15.1% |
| YTD | +27.6% | +36.1% | -8.5% | +14.8% |
| 1Y | +30.8% | +28.9% | +1.9% | +17.7% |
| 3Y | +116.2% | -21.5% | +137.7% | +116.4% |
| 5Y | +67.7% | -66.0% | +133.7% | +103.5% |
| 10Y | +1,355.3% | +4.1% | +1,351.2% | +1,160.7% |
| All | +23,611.7% | +378.2% | +23,233.5% | +13,507.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling