+175.6%
ASML vs KNX
+42.9%
+132.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.8% | +0.4% | +2.9% |
| 7D | +1.1% | +7.4% | -6.3% | -1.2% |
| 30D | +2.2% | +2.0% | +0.2% | +1.5% |
| 3M | -2.3% | -7.9% | +5.6% | +0.2% |
| 6M | +23.0% | +14.4% | +8.6% | +17.4% |
| YTD | +61.1% | +38.9% | +22.2% | +44.2% |
| 1Y | +129.1% | +65.9% | +63.2% | +92.3% |
| All | +175.6% | +42.9% | +132.8% | +142.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling