+24.6%
KEY vs JBHT
+29.0%
-4.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.6% | +0.8% | -1.6% |
| 7D | -2.5% | -1.4% | -1.1% | -2.0% |
| 30D | +4.1% | -3.1% | +7.1% | +5.0% |
| 3M | -8.4% | -19.5% | +11.2% | -2.3% |
| 6M | -2.3% | -9.6% | +7.3% | -1.5% |
| YTD | +4.6% | +13.3% | -8.7% | -5.7% |
| 1Y | +24.6% | +29.7% | -5.1% | +5.8% |
| All | +24.6% | +29.0% | -4.4% | +5.8% |
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 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