+133.9%
ASML vs KWEB
-5.9%
+139.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +4.9% | -7.8% | +12.8% | +8.4% |
| 30D | -9.3% | -6.4% | -2.8% | -7.1% |
| 3M | -19.0% | -14.6% | -4.4% | -13.9% |
| 6M | -5.2% | -25.0% | +19.8% | +6.2% |
| YTD | +40.6% | -32.7% | +73.3% | +64.9% |
| 1Y | +47.5% | -37.3% | +84.8% | +77.9% |
| 3Y | +133.9% | -5.9% | +139.8% | +132.1% |
| All | +133.9% | -5.9% | +139.8% | +132.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling