+46.1%
ASML vs KWEB
-34.1%
+80.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.5% | -8.1% | -5.9% |
| 7D | -10.0% | +5.8% | -15.8% | -12.9% |
| 30D | -19.4% | -1.0% | -18.5% | -19.0% |
| 3M | -12.5% | -15.8% | +3.3% | -3.0% |
| 6M | +8.2% | -14.9% | +23.2% | +20.0% |
| YTD | +40.7% | -28.6% | +69.3% | +77.9% |
| 1Y | +46.1% | -33.9% | +80.1% | +94.6% |
| All | +46.1% | -34.1% | +80.3% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 1y: compounded portfolio wealth divided by compounded KWEB 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…
1y analysis · Full analysis span regression · 6 months rolling