+1,559.3%
ASML vs KNX
+98.5%
+1,460.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.0% |
| 7D | +10.4% | +3.8% | +6.5% | +8.8% |
| 30D | -12.7% | -2.0% | -10.7% | -12.0% |
| 3M | -17.2% | -13.2% | -4.0% | -12.9% |
| 6M | -1.3% | +3.6% | -5.0% | -3.3% |
| YTD | +40.8% | +19.1% | +21.6% | +30.2% |
| 1Y | +45.2% | +39.5% | +5.7% | +26.3% |
| 3Y | +131.8% | +28.7% | +103.1% | +100.9% |
| 5Y | +84.0% | +8.5% | +75.5% | +66.9% |
| All | +1,559.3% | +98.5% | +1,460.8% | +1,114.4% |
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