+522.4%
KORU vs TMUS
+38.6%
+483.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +24.3% | -0.3% | +24.6% | +24.3% |
| 30D | +37.3% | +3.1% | +34.2% | +40.8% |
| 3M | -32.8% | +2.4% | -35.2% | -28.8% |
| 6M | +36.9% | -17.1% | +54.0% | +43.3% |
| YTD | +162.6% | -9.1% | +171.7% | +171.5% |
| 1Y | +467.0% | -23.6% | +490.6% | +511.1% |
| 3Y | +522.4% | +38.8% | +483.5% | +320.8% |
| All | +522.4% | +38.6% | +483.8% | +320.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling