+128.9%
ASML vs KORU
+78.5%
+50.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.8% | -0.8% | +3.7% |
| 7D | -9.0% | -35.0% | +26.0% | -1.5% |
| 30D | -21.0% | -65.5% | +44.6% | -3.0% |
| 3M | -16.3% | -58.9% | +42.6% | -4.2% |
| 6M | -7.5% | -83.5% | +76.0% | +11.4% |
| YTD | +34.0% | -23.9% | +57.9% | -5.9% |
| 1Y | +39.3% | -12.4% | +51.7% | -7.1% |
| 3Y | +128.9% | +82.1% | +46.8% | +9.1% |
| All | +128.9% | +78.5% | +50.3% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling