-42.9%
KORU vs JBHT
+17.1%
-60.0%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.7% | +6.5% | +6.4% |
| 7D | -35.0% | -1.6% | -33.4% | -32.8% |
| 30D | -65.5% | -2.3% | -63.2% | -64.7% |
| 3M | -58.9% | -18.5% | -40.4% | -49.6% |
| 6M | -83.5% | -11.3% | -72.3% | -81.6% |
| YTD | -23.9% | +12.6% | -36.4% | -30.1% |
| 1Y | -12.4% | +29.8% | -42.2% | -29.3% |
| 3Y | +82.1% | +28.1% | +54.0% | +39.6% |
| All | -42.9% | +17.1% | -60.0% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 5y: compounded portfolio wealth divided by compounded JBHT 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…
5y analysis · Full analysis span regression · 6 months rolling