+115.0%
KEY vs JBHT
+28.2%
+86.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.6% | +0.8% | -1.5% |
| 7D | -2.5% | -1.4% | -1.1% | -2.0% |
| 30D | +4.1% | -3.1% | +7.1% | +5.1% |
| 3M | -8.4% | -19.5% | +11.2% | -1.5% |
| 6M | -2.3% | -9.6% | +7.3% | -0.2% |
| YTD | +4.6% | +13.3% | -8.7% | -2.6% |
| 1Y | +24.6% | +29.7% | -5.1% | +10.0% |
| All | +115.0% | +28.2% | +86.8% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling