+309.9%
KEEL vs JBHT
+195.8%
+114.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.7% |
| 7D | +19.3% | +2.9% | +16.4% | +17.7% |
| 30D | +9.1% | +0.6% | +8.5% | +9.1% |
| 3M | -31.5% | -6.6% | -25.0% | -29.6% |
| 6M | +75.8% | +23.6% | +52.2% | +56.5% |
| YTD | +57.9% | +38.6% | +19.3% | +32.4% |
| 1Y | +133.3% | +91.5% | +41.8% | +57.6% |
| 3Y | +204.1% | +49.3% | +154.8% | +134.9% |
| 5Y | -37.5% | +62.3% | -99.9% | -52.4% |
| All | +309.9% | +195.8% | +114.2% | +171.3% |
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