-33.1%
KORU vs JBHT
+21.4%
-54.5%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | +24.3% | +4.2% | +20.2% | +19.9% |
| 30D | -44.8% | -0.4% | -44.4% | -44.1% |
| 3M | -60.0% | -17.3% | -42.7% | -51.7% |
| 6M | -78.7% | -3.5% | -75.2% | -78.1% |
| YTD | -10.6% | +18.0% | -28.6% | -21.3% |
| 1Y | -3.8% | +35.5% | -39.3% | -25.0% |
| 3Y | +142.0% | +34.8% | +107.2% | +77.3% |
| 5Y | -33.1% | +19.7% | -52.8% | -45.5% |
| All | -33.1% | +21.4% | -54.5% | -45.5% |
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