+29.3%
KORU vs JBHT
+321.5%
-292.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +2.8% | +10.6% | +10.6% |
| 7D | +13.0% | +4.9% | +8.1% | +8.3% |
| 30D | +27.3% | +0.6% | +26.7% | +29.5% |
| 3M | -55.3% | -3.2% | -52.1% | -53.6% |
| 6M | +11.6% | +17.0% | -5.3% | -1.7% |
| YTD | +158.5% | +41.7% | +116.9% | +89.6% |
| 1Y | +482.2% | +90.0% | +392.2% | +210.5% |
| 3Y | +471.9% | +47.0% | +424.9% | +278.0% |
| 5Y | +41.1% | +58.3% | -17.2% | -12.4% |
| 10Y | +80.2% | +273.9% | -193.7% | -55.7% |
| All | +29.3% | +321.5% | -292.2% | -70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling