-45.3%
KEEL vs JBHT
+32.1%
-77.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.1% | +1.7% | +3.6% |
| 7D | +3.7% | +0.4% | +3.3% | +4.0% |
| 30D | -35.7% | -2.0% | -33.8% | -35.2% |
| 3M | -49.5% | -16.3% | -33.2% | -46.5% |
| 6M | -50.6% | -8.2% | -42.4% | -50.9% |
| YTD | -16.6% | +16.3% | -32.9% | -24.7% |
| All | -45.3% | +32.1% | -77.3% | -48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling