+43.5%
KDP vs JBHT
+34.8%
+8.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.1% | +4.8% | +5.8% |
| 7D | +5.3% | +1.7% | +3.6% | +5.1% |
| 30D | +19.1% | -1.2% | +20.3% | +19.2% |
| 3M | +19.2% | -17.1% | +36.3% | +21.7% |
| 6M | +29.3% | -4.4% | +33.7% | +29.1% |
| YTD | +35.5% | +17.5% | +18.0% | +31.1% |
| 1Y | +43.5% | +32.6% | +10.9% | +37.2% |
| All | +43.5% | +34.8% | +8.6% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 1y: compounded portfolio wealth divided by compounded JBHT 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…
1y analysis · Full analysis span regression · 6 months rolling