+106.6%
KEEL vs JBHT
+140.3%
-33.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -0.7% | +14.0% | +13.7% |
| 7D | -9.2% | -1.6% | -7.6% | -8.2% |
| 30D | -43.8% | -2.3% | -41.6% | -43.2% |
| 3M | -51.0% | -18.5% | -32.6% | -46.2% |
| 6M | -54.6% | -11.3% | -43.3% | -52.8% |
| YTD | -20.4% | +12.6% | -33.0% | -26.8% |
| 1Y | -49.3% | +29.8% | -79.1% | -56.8% |
| 3Y | +61.2% | +28.1% | +33.1% | +32.8% |
| 5Y | -74.3% | +17.7% | -92.0% | -77.9% |
| All | +106.6% | +140.3% | -33.6% | +50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling