+482.2%
KORU vs TMUS
-27.1%
+509.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -3.5% | +16.9% | +7.6% |
| 7D | +13.0% | +0.1% | +12.9% | +13.7% |
| 30D | +27.3% | +5.3% | +22.0% | +41.4% |
| 3M | -55.3% | +3.1% | -58.4% | -45.8% |
| 6M | +11.6% | -16.5% | +28.1% | +10.2% |
| YTD | +158.5% | -9.2% | +167.7% | +167.7% |
| 1Y | +482.2% | -26.5% | +508.6% | +377.2% |
| All | +482.2% | -27.1% | +509.2% | +377.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 1y: compounded portfolio wealth divided by compounded TMUS 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…
1y analysis · Full analysis span regression · 6 months rolling