+1,559.3%
ASML vs KORU
-16.9%
+1,576.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.9% | +2.5% | -1.1% |
| 7D | +10.4% | +24.3% | -14.0% | +3.6% |
| 30D | -12.7% | -44.8% | +32.1% | -1.9% |
| 3M | -17.2% | -60.0% | +42.9% | -2.4% |
| 6M | -1.3% | -78.7% | +77.4% | +14.9% |
| YTD | +40.8% | -10.6% | +51.3% | -7.5% |
| 1Y | +45.2% | -3.8% | +49.0% | -7.5% |
| 3Y | +131.8% | +142.0% | -10.2% | -1.9% |
| 5Y | +84.0% | -33.1% | +117.1% | +3.7% |
| All | +1,559.3% | -16.9% | +1,576.2% | +707.6% |
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