+115.5%
KEEL vs JBHT
+152.0%
-36.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | +18.2% | +4.2% | +14.0% | +15.9% |
| 30D | -32.1% | -0.4% | -31.7% | -31.8% |
| 3M | -44.9% | -17.3% | -27.6% | -39.9% |
| 6M | -52.1% | -3.5% | -48.6% | -52.1% |
| YTD | -17.0% | +18.0% | -35.1% | -25.4% |
| 1Y | -38.5% | +35.5% | -74.0% | -48.6% |
| 3Y | +62.5% | +34.8% | +27.7% | +30.7% |
| 5Y | -77.3% | +19.7% | -97.0% | -80.7% |
| All | +115.5% | +152.0% | -36.5% | +52.9% |
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