+75.5%
ASML vs KNX
+7.1%
+68.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.8% | +6.8% | +5.8% |
| 7D | -9.0% | -3.9% | -5.1% | -7.3% |
| 30D | -21.0% | -8.2% | -12.8% | -18.0% |
| 3M | -16.3% | -15.4% | -0.8% | -10.2% |
| 6M | -7.5% | -8.6% | +1.1% | -4.7% |
| YTD | +34.0% | +12.7% | +21.3% | +24.3% |
| 1Y | +39.3% | +33.4% | +5.9% | +19.1% |
| 3Y | +128.9% | +19.6% | +109.2% | +94.3% |
| All | +75.5% | +7.1% | +68.4% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling