+59.9%
JBHT vs KIM
+34.4%
+25.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.9% |
| 7D | +4.9% | +0.4% | +4.5% | +4.6% |
| 30D | +0.6% | -4.0% | +4.6% | +2.6% |
| 3M | -3.2% | +0.5% | -3.7% | -3.6% |
| 6M | +17.0% | +3.6% | +13.3% | +14.8% |
| YTD | +41.7% | +20.4% | +21.2% | +28.8% |
| 1Y | +90.0% | +9.7% | +80.3% | +80.7% |
| 3Y | +47.0% | +46.0% | +1.0% | +21.1% |
| All | +59.9% | +34.4% | +25.4% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling