+185.2%
JBHT vs KMX
+13.6%
+171.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.1% | -2.0% | +1.6% |
| 7D | +0.4% | -4.1% | +4.5% | +1.6% |
| 30D | -2.0% | +2.9% | -4.8% | -3.0% |
| 3M | -16.3% | -7.0% | -9.3% | -14.9% |
| 6M | -8.2% | +34.1% | -42.4% | -16.8% |
| YTD | +16.3% | +40.0% | -23.7% | +2.9% |
| 1Y | +32.2% | +67.2% | -35.0% | +10.7% |
| 3Y | +34.4% | -13.4% | +47.8% | +32.6% |
| 5Y | +20.3% | -65.1% | +85.4% | +48.4% |
| 10Y | +185.2% | +6.9% | +178.3% | +135.3% |
| All | +185.2% | +13.6% | +171.7% | +135.3% |
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