+67.9%
KORU vs TMUS
+318.7%
-250.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.1% | -12.4% | -12.5% |
| 7D | +2.3% | -5.8% | +8.1% | +5.1% |
| 30D | +20.0% | -0.2% | +20.2% | +19.2% |
| 3M | -32.7% | -4.0% | -28.8% | -35.6% |
| 6M | +13.3% | -18.1% | +31.4% | +16.5% |
| YTD | +133.2% | -11.3% | +144.5% | +122.1% |
| 1Y | +357.3% | -24.7% | +382.0% | +385.7% |
| 3Y | +452.7% | +35.4% | +417.3% | +230.9% |
| 5Y | +47.2% | +42.4% | +4.8% | -17.6% |
| All | +67.9% | +318.7% | -250.8% | -52.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling