+129.1%
ASML vs KNX
+67.7%
+61.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +3.3% |
| 7D | +1.1% | +7.1% | -6.0% | -0.7% |
| 30D | +2.2% | +1.7% | +0.5% | +1.7% |
| 3M | -2.3% | -8.1% | +5.8% | -0.4% |
| 6M | +23.0% | +14.0% | +8.9% | +19.3% |
| YTD | +61.1% | +38.5% | +22.6% | +54.3% |
| 1Y | +129.1% | +65.4% | +63.7% | +122.5% |
| All | +129.1% | +67.7% | +61.4% | +122.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 1y: compounded portfolio wealth divided by compounded KNX 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…
1y analysis · Full analysis span regression · 6 months rolling