+116.6%
KEEL vs JBHT
+148.3%
-31.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.1% | +1.7% | +3.3% |
| 7D | +3.7% | +0.4% | +3.3% | +3.9% |
| 30D | -35.7% | -2.0% | -33.8% | -35.0% |
| 3M | -49.5% | -16.3% | -33.2% | -45.2% |
| 6M | -50.6% | -8.2% | -42.4% | -49.4% |
| YTD | -16.6% | +16.3% | -32.9% | -24.5% |
| 1Y | -46.4% | +32.2% | -78.7% | -54.7% |
| 3Y | +63.3% | +34.4% | +28.9% | +31.4% |
| 5Y | -77.9% | +20.3% | -98.3% | -81.2% |
| All | +116.6% | +148.3% | -31.7% | +54.8% |
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