+30.0%
KDP vs JBHT
+28.2%
+1.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.8% | +0.7% |
| 7D | +4.5% | -1.4% | +5.9% | +4.7% |
| 30D | +18.5% | -3.1% | +21.6% | +18.9% |
| 3M | +20.8% | -19.5% | +40.4% | +23.4% |
| 6M | +29.4% | -9.6% | +39.0% | +30.4% |
| YTD | +35.9% | +13.3% | +22.6% | +33.6% |
| 1Y | +42.5% | +29.7% | +12.8% | +38.1% |
| All | +30.0% | +28.2% | +1.8% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling