-41.3%
KEEL vs JBHT
+58.3%
-99.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.8% | +0.8% | +1.9% |
| 7D | +7.8% | +4.9% | +2.9% | +4.8% |
| 30D | -11.7% | +0.6% | -12.3% | -11.6% |
| 3M | -41.5% | -3.2% | -38.3% | -40.8% |
| 6M | +54.9% | +17.0% | +38.0% | +38.8% |
| YTD | +47.7% | +41.7% | +6.0% | +16.9% |
| 1Y | +177.6% | +90.0% | +87.6% | +70.7% |
| 3Y | +164.9% | +47.0% | +117.9% | +95.1% |
| All | -41.3% | +58.3% | -99.5% | -59.4% |
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