+173.3%
KDP vs JBHT
+272.5%
-99.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.4% |
| 7D | +1.3% | +4.9% | -3.6% | +0.4% |
| 30D | +6.0% | +0.6% | +5.4% | +5.8% |
| 3M | +9.2% | -3.2% | +12.4% | +9.6% |
| 6M | +14.7% | +17.0% | -2.3% | +11.2% |
| YTD | +19.2% | +41.7% | -22.5% | +11.6% |
| 1Y | +15.2% | +90.0% | -74.8% | +2.0% |
| 3Y | +6.0% | +47.0% | -41.0% | -3.4% |
| 5Y | +5.4% | +58.3% | -52.9% | -7.0% |
| All | +173.3% | +272.5% | -99.2% | +88.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling