+1,044.7%
KEY vs JBHT
+9,634.5%
-8,589.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.1% |
| 7D | +1.7% | +1.7% | -0.1% | +1.1% |
| 30D | +6.8% | -1.2% | +8.0% | +7.1% |
| 3M | -5.8% | -17.1% | +11.3% | -0.2% |
| 6M | +1.4% | -4.4% | +5.8% | +1.9% |
| YTD | +7.5% | +17.5% | -10.0% | +0.3% |
| 1Y | +29.6% | +32.6% | -3.0% | +15.9% |
| 3Y | +118.8% | +33.0% | +85.7% | +90.9% |
| 5Y | +16.8% | +20.3% | -3.5% | +5.1% |
| 10Y | +133.0% | +209.1% | -76.0% | +56.4% |
| All | +1,044.7% | +9,634.5% | -8,589.7% | +345.3% |
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