+16.6%
KORU vs JBLU
-34.4%
+51.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +0.2% | -12.7% | -12.6% |
| 7D | +2.3% | -4.8% | +7.1% | +4.9% |
| 30D | +20.0% | -24.4% | +44.5% | +38.4% |
| 3M | -32.7% | -4.8% | -28.0% | -31.6% |
| 6M | +13.3% | -0.5% | +13.8% | +14.4% |
| YTD | +133.2% | -3.5% | +136.7% | +136.9% |
| 1Y | +357.3% | -13.6% | +370.9% | +383.4% |
| 3Y | +452.7% | -15.3% | +467.9% | +344.2% |
| 5Y | +47.2% | -70.1% | +117.3% | +112.0% |
| 10Y | +67.6% | -72.9% | +140.5% | +122.0% |
| All | +16.6% | -34.4% | +51.0% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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