+1,504.8%
ASML vs KWEB
-19.5%
+1,524.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.3% | +8.5% | +7.2% |
| 7D | -0.8% | +4.1% | -5.0% | -2.8% |
| 30D | -14.9% | -2.5% | -12.4% | -14.2% |
| 3M | -13.0% | -15.2% | +2.2% | -7.3% |
| 6M | -4.7% | -17.7% | +13.0% | +2.5% |
| YTD | +42.3% | -28.6% | +70.9% | +63.0% |
| 1Y | +49.7% | -33.8% | +83.5% | +77.0% |
| 3Y | +144.3% | +1.2% | +143.1% | +132.9% |
| 5Y | +86.4% | -39.2% | +125.5% | +108.2% |
| 10Y | +1,504.8% | -20.7% | +1,525.5% | +1,395.3% |
| All | +1,504.8% | -19.5% | +1,524.4% | +1,395.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling