+144.3%
ASML vs KWEB
-0.4%
+144.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.3% | +8.5% | +7.1% |
| 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% | -7.2% |
| 6M | -4.7% | -17.7% | +13.0% | +2.7% |
| YTD | +42.3% | -28.6% | +70.9% | +63.0% |
| 1Y | +49.7% | -33.8% | +83.5% | +76.6% |
| 3Y | +144.3% | +1.2% | +143.1% | +136.4% |
| All | +144.3% | -0.4% | +144.7% | +136.4% |
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