+180.0%
JBHT vs KMX
-2.3%
+182.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.1% | +1.9% |
| 7D | +7.0% | +3.4% | +3.7% | +6.0% |
| 30D | +0.5% | +6.8% | -6.3% | -1.6% |
| 3M | -17.4% | -11.4% | -6.0% | -14.8% |
| 6M | -1.7% | +43.6% | -45.3% | -12.6% |
| YTD | +20.7% | +37.7% | -17.0% | +7.3% |
| 1Y | +41.1% | +53.0% | -11.9% | +21.4% |
| 3Y | +38.0% | -16.3% | +54.3% | +37.5% |
| 5Y | +22.5% | -64.2% | +86.7% | +49.8% |
| All | +180.0% | -2.3% | +182.3% | +140.9% |
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