+178.0%
JBHT vs KIM
+63.9%
+114.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +0.5% | -1.0% | +1.5% | +0.8% |
| 30D | -0.1% | +14.8% | -14.9% | -4.3% |
| 3M | -14.0% | +8.1% | -22.2% | -16.1% |
| 6M | -5.1% | +11.7% | -16.7% | -8.3% |
| YTD | +18.0% | +30.7% | -12.7% | +8.7% |
| 1Y | +36.5% | +29.7% | +6.8% | +26.0% |
| 3Y | +34.8% | +65.1% | -30.3% | +16.1% |
| 5Y | +21.4% | +34.7% | -13.2% | +9.7% |
| 10Y | +178.0% | +64.1% | +113.9% | +119.6% |
| All | +178.0% | +63.9% | +114.1% | +119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 10y: compounded portfolio wealth divided by compounded KIM 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…
10y analysis · Full analysis span regression · 6 months rolling