-16.2%
KORU vs TMUS
+246.8%
-263.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.3% | -4.6% |
| 7D | +24.3% | +6.5% | +17.8% | +21.4% |
| 30D | -44.8% | +11.3% | -56.1% | -48.2% |
| 3M | -60.0% | -2.9% | -57.2% | -61.0% |
| 6M | -78.7% | -10.5% | -68.1% | -79.6% |
| YTD | -10.6% | -14.4% | +3.9% | -16.1% |
| 1Y | -3.8% | -17.9% | +14.1% | -6.9% |
| 3Y | +142.0% | +21.9% | +120.1% | +49.7% |
| 5Y | -33.1% | +52.1% | -85.2% | -67.1% |
| All | -16.2% | +246.8% | -263.0% | -78.2% |
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 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