+9,789.6%
JBHT vs KMX
+475.4%
+9,314.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.6% |
| 7D | +4.9% | +1.9% | +3.0% | +4.5% |
| 30D | +0.6% | +11.7% | -11.1% | -1.9% |
| 3M | -3.2% | +34.9% | -38.1% | -9.9% |
| 6M | +17.0% | +50.3% | -33.3% | +5.6% |
| YTD | +41.7% | +63.8% | -22.1% | +25.1% |
| 1Y | +90.0% | +3.8% | +86.1% | +82.5% |
| 3Y | +47.0% | -24.3% | +71.3% | +49.4% |
| 5Y | +58.3% | -50.2% | +108.5% | +70.3% |
| 10Y | +273.9% | +5.4% | +268.5% | +229.8% |
| All | +9,789.6% | +475.4% | +9,314.2% | +4,739.6% |
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