+80,969.6%
ASML vs KNX
+4,228.7%
+76,741.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.8% | +6.8% | +5.6% |
| 7D | -9.0% | -3.9% | -5.1% | -7.7% |
| 30D | -21.0% | -8.2% | -12.8% | -18.7% |
| 3M | -16.3% | -15.4% | -0.8% | -11.7% |
| 6M | -7.5% | -8.6% | +1.1% | -5.4% |
| YTD | +34.0% | +12.7% | +21.3% | +27.2% |
| 1Y | +39.3% | +33.4% | +5.9% | +24.7% |
| 3Y | +128.9% | +19.6% | +109.2% | +107.3% |
| 5Y | +76.1% | +7.3% | +68.8% | +64.4% |
| 10Y | +1,428.4% | +118.1% | +1,310.3% | +963.3% |
| All | +80,969.6% | +4,228.7% | +76,741.0% | +25,693.6% |
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