+173.8%
JBHT vs KIM
+63.0%
+110.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +4.2% | -0.7% | +4.8% | +4.4% |
| 30D | -0.4% | +13.4% | -13.8% | -4.2% |
| 3M | -17.3% | +6.5% | -23.9% | -19.0% |
| 6M | -3.5% | +10.6% | -14.1% | -6.5% |
| YTD | +18.0% | +29.9% | -11.9% | +8.9% |
| 1Y | +35.5% | +29.6% | +6.0% | +25.1% |
| 3Y | +34.8% | +64.1% | -29.3% | +16.3% |
| 5Y | +19.7% | +35.3% | -15.6% | +8.1% |
| All | +173.8% | +63.0% | +110.8% | +115.8% |
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