+1,767.1%
ASML vs KNX
+164.8%
+1,602.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.0% |
| 7D | +2.8% | +2.3% | +0.5% | +1.9% |
| 30D | -0.2% | +0.5% | -0.7% | -0.5% |
| 3M | -2.6% | -14.1% | +11.6% | +2.8% |
| 6M | +27.9% | +19.8% | +8.1% | +18.8% |
| YTD | +62.4% | +32.7% | +29.7% | +44.6% |
| 1Y | +116.2% | +62.3% | +53.9% | +76.6% |
| 3Y | +182.4% | +36.8% | +145.6% | +138.8% |
| 5Y | +112.4% | +41.8% | +70.6% | +76.5% |
| 10Y | +1,767.1% | +169.7% | +1,597.4% | +1,146.7% |
| All | +1,767.1% | +164.8% | +1,602.3% | +1,146.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling