+1,013.4%
KEY vs JBHT
+9,288.5%
-8,275.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.9% |
| 6M | -2.3% | -9.6% | +7.3% | 0.0% |
| YTD | +4.6% | +13.3% | -8.7% | -1.3% |
| 1Y | +24.6% | +29.7% | -5.1% | +12.2% |
| 3Y | +112.8% | +28.3% | +84.5% | +88.0% |
| 5Y | +12.9% | +18.5% | -5.5% | +2.2% |
| 10Y | +126.7% | +198.1% | -71.4% | +54.1% |
| All | +1,013.4% | +9,288.5% | -8,275.1% | +338.5% |
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