+784.1%
KEYS vs JBHT
+183.5%
+600.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.6% |
| 7D | +6.9% | +0.5% | +6.4% | +6.9% |
| 30D | -19.1% | -0.1% | -19.0% | -19.1% |
| 3M | -11.1% | -14.0% | +3.0% | -6.3% |
| 6M | -16.6% | -5.1% | -11.5% | -16.5% |
| YTD | +50.4% | +18.0% | +32.4% | +36.6% |
| 1Y | +67.5% | +36.5% | +31.0% | +42.8% |
| 3Y | +146.0% | +34.8% | +111.2% | +104.2% |
| 5Y | +64.5% | +21.4% | +43.1% | +39.5% |
| 10Y | +784.1% | +178.0% | +606.2% | +400.0% |
| All | +784.1% | +183.5% | +600.7% | +400.0% |
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