+29,833.4%
ASML vs KMX
+475.4%
+29,358.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.9% |
| 3M | -2.3% | +34.9% | -37.2% | -10.3% |
| 6M | +23.0% | +50.3% | -27.3% | +8.9% |
| YTD | +61.1% | +63.8% | -2.7% | +38.6% |
| 1Y | +129.1% | +3.8% | +125.3% | +118.1% |
| 3Y | +165.4% | -24.3% | +189.6% | +168.6% |
| 5Y | +109.5% | -50.2% | +159.7% | +130.4% |
| 10Y | +1,645.7% | +5.4% | +1,640.3% | +1,408.8% |
| All | +29,833.4% | +475.4% | +29,358.0% | +16,337.4% |
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