+7,077.7%
JBHT vs KIM
+3,364.1%
+3,713.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.5% | -0.1% |
| 7D | +1.7% | +10.6% | -8.9% | -1.8% |
| 30D | -1.2% | +17.5% | -18.6% | -6.5% |
| 3M | -17.1% | +4.7% | -21.8% | -18.5% |
| 6M | -4.4% | +13.1% | -17.5% | -8.4% |
| YTD | +17.5% | +32.1% | -14.6% | +6.7% |
| 1Y | +32.6% | +32.7% | -0.1% | +20.2% |
| 3Y | +33.0% | +59.2% | -26.2% | +13.1% |
| 5Y | +20.3% | +38.3% | -17.9% | +6.1% |
| 10Y | +209.1% | +69.0% | +140.1% | +129.1% |
| All | +7,077.7% | +3,364.1% | +3,713.6% | +1,775.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling