+21.4%
JBHT vs KMX
-64.5%
+85.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | +0.5% | -2.3% | +2.7% | +1.1% |
| 30D | -0.1% | +6.3% | -6.4% | -2.0% |
| 3M | -14.0% | -7.4% | -6.7% | -12.5% |
| 6M | -5.1% | +37.9% | -43.0% | -14.2% |
| YTD | +18.0% | +39.5% | -21.4% | +5.1% |
| 1Y | +36.5% | +57.9% | -21.3% | +17.1% |
| 3Y | +34.8% | -15.0% | +49.7% | +35.3% |
| 5Y | +21.4% | -64.1% | +85.5% | +46.3% |
| All | +21.4% | -64.5% | +85.9% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling