+1,395.4%
ASML vs KORU
-39.8%
+1,435.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.8% | -0.8% | +3.5% |
| 7D | -9.0% | -35.0% | +26.0% | -0.1% |
| 30D | -21.0% | -65.5% | +44.6% | +0.8% |
| 3M | -16.3% | -58.9% | +42.6% | -2.1% |
| 6M | -7.5% | -83.5% | +76.0% | +14.4% |
| YTD | +34.0% | -23.9% | +57.9% | -7.5% |
| 1Y | +39.3% | -12.4% | +51.7% | -8.9% |
| 3Y | +128.9% | +82.1% | +46.8% | +5.7% |
| 5Y | +76.1% | -42.6% | +118.7% | +4.1% |
| All | +1,395.4% | -39.8% | +1,435.2% | +653.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KORU.
Daily Out/Under-Performance
Portfolio return minus KORU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KORU 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 KORU 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