+97,349.7%
ASML vs KNX
+5,235.0%
+92,114.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.8% | +0.4% | +2.9% |
| 7D | +1.1% | +7.4% | -6.3% | -1.3% |
| 30D | +2.2% | +2.0% | +0.2% | +1.5% |
| 3M | -2.3% | -7.9% | +5.6% | +0.3% |
| 6M | +23.0% | +14.4% | +8.6% | +16.9% |
| YTD | +61.1% | +38.9% | +22.2% | +42.9% |
| 1Y | +129.1% | +65.9% | +63.2% | +89.8% |
| 3Y | +165.4% | +35.8% | +129.5% | +129.6% |
| 5Y | +109.5% | +43.3% | +66.1% | +77.7% |
| 10Y | +1,645.7% | +179.6% | +1,466.1% | +1,019.7% |
| All | +97,349.7% | +5,235.0% | +92,114.7% | +28,872.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling