+117.9%
KEY vs JBHT
+192.4%
-74.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.2% |
| 7D | -1.3% | -1.6% | +0.3% | -0.4% |
| 30D | +5.1% | -2.3% | +7.4% | +6.3% |
| 3M | -7.1% | -18.5% | +11.4% | +2.9% |
| 6M | -4.4% | -11.3% | +6.9% | -0.3% |
| YTD | +4.0% | +12.6% | -8.6% | -6.6% |
| 1Y | +23.4% | +29.8% | -6.3% | +1.7% |
| 3Y | +113.9% | +28.1% | +85.8% | +67.7% |
| 5Y | +12.3% | +17.7% | -5.4% | -9.4% |
| All | +117.9% | +192.4% | -74.5% | -16.9% |
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