+67.5%
KEYS vs JBHT
+36.3%
+31.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.7% |
| 7D | +6.9% | +0.5% | +6.4% | +6.8% |
| 30D | -19.1% | -0.1% | -19.0% | -19.1% |
| 3M | -11.1% | -14.0% | +3.0% | -7.7% |
| 6M | -16.6% | -5.1% | -11.5% | -18.6% |
| YTD | +50.4% | +18.0% | +32.4% | +25.8% |
| 1Y | +67.5% | +36.5% | +31.0% | +27.2% |
| All | +67.5% | +36.3% | +31.2% | +27.2% |
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