+229.6%
KDP vs JBHT
+192.4%
+37.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +2.2% | -1.6% | +3.8% | +2.5% |
| 30D | +19.9% | -2.3% | +22.2% | +20.3% |
| 3M | +21.5% | -18.5% | +39.9% | +25.2% |
| 6M | +30.1% | -11.3% | +41.4% | +31.9% |
| YTD | +34.9% | +12.6% | +22.4% | +31.0% |
| 1Y | +43.4% | +29.8% | +13.6% | +35.8% |
| 3Y | +29.1% | +28.1% | +1.0% | +19.9% |
| 5Y | +15.0% | +17.7% | -2.7% | +6.8% |
| All | +229.6% | +192.4% | +37.3% | +185.8% |
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