+1,534.9%
ASML vs KNX
+107.5%
+1,427.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.8% |
| 7D | -2.9% | -1.1% | -1.7% | -2.3% |
| 30D | -15.2% | -3.7% | -11.5% | -14.0% |
| 3M | -12.9% | -9.3% | -3.6% | -9.9% |
| 6M | -5.0% | -2.5% | -2.5% | -4.8% |
| YTD | +41.8% | +19.8% | +22.0% | +30.8% |
| 1Y | +46.0% | +37.3% | +8.8% | +27.9% |
| 3Y | +133.5% | +29.5% | +104.0% | +101.9% |
| 5Y | +93.0% | +11.5% | +81.5% | +73.6% |
| 10Y | +1,534.9% | +106.0% | +1,428.9% | +1,093.5% |
| All | +1,534.9% | +107.5% | +1,427.4% | +1,093.5% |
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 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