+15.8%
KDP vs JBHT
+15.0%
+0.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.8% | +0.8% |
| 7D | +4.5% | -1.4% | +5.9% | +4.7% |
| 30D | +18.5% | -3.1% | +21.6% | +19.0% |
| 3M | +20.8% | -19.5% | +40.4% | +24.1% |
| 6M | +29.4% | -9.6% | +39.0% | +30.6% |
| YTD | +35.9% | +13.3% | +22.6% | +32.6% |
| 1Y | +42.5% | +29.7% | +12.8% | +36.3% |
| 3Y | +29.4% | +28.3% | +1.1% | +21.4% |
| 5Y | +15.8% | +18.5% | -2.7% | +6.4% |
| All | +15.8% | +15.0% | +0.8% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling