+187.8%
JBHT vs KMX
+0.3%
+187.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | 0.0% |
| 7D | -1.6% | -7.4% | +5.8% | +0.5% |
| 30D | -2.3% | -3.4% | +1.1% | -1.6% |
| 3M | -18.5% | -11.3% | -7.1% | -15.9% |
| 6M | -11.3% | +30.6% | -41.8% | -18.9% |
| YTD | +12.6% | +33.2% | -20.7% | +1.1% |
| 1Y | +29.8% | +66.7% | -37.0% | +8.8% |
| 3Y | +28.1% | -22.1% | +50.1% | +30.3% |
| 5Y | +17.7% | -66.7% | +84.4% | +47.0% |
| All | +187.8% | +0.3% | +187.5% | +153.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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