+149.7%
KORU vs TMUS
+22.0%
+127.7%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.3% | -5.4% |
| 7D | +24.3% | +6.5% | +17.8% | +29.7% |
| 30D | -44.8% | +11.3% | -56.1% | -38.7% |
| 3M | -60.0% | -2.9% | -57.2% | -58.5% |
| 6M | -78.7% | -10.5% | -68.1% | -77.4% |
| YTD | -10.6% | -14.4% | +3.9% | -6.1% |
| 1Y | -3.8% | -17.9% | +14.1% | +1.5% |
| All | +149.7% | +22.0% | +127.7% | +200.0% |
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