+7,810.7%
JBHT vs KMX
+378.2%
+7,432.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.6% | +1.1% | -2.5% |
| 7D | -1.4% | -6.4% | +5.0% | 0.0% |
| 30D | -3.1% | -4.9% | +1.8% | -2.2% |
| 3M | -19.5% | -7.2% | -12.4% | -18.5% |
| 6M | -9.6% | +41.2% | -50.8% | -17.0% |
| YTD | +13.3% | +36.1% | -22.8% | +4.0% |
| 1Y | +29.7% | +28.9% | +0.8% | +19.3% |
| 3Y | +28.3% | -21.5% | +49.8% | +29.6% |
| 5Y | +18.5% | -66.0% | +84.5% | +38.6% |
| 10Y | +198.1% | +4.1% | +194.0% | +164.2% |
| All | +7,810.7% | +378.2% | +7,432.6% | +3,923.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling