+119.4%
KEYS vs JBHT
+27.4%
+92.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.7% |
| 7D | -11.4% | -1.6% | -9.8% | -10.8% |
| 30D | -28.7% | -2.3% | -26.4% | -28.1% |
| 3M | -19.2% | -18.5% | -0.8% | -13.8% |
| 6M | -25.8% | -11.3% | -14.5% | -24.1% |
| YTD | +33.9% | +12.6% | +21.4% | +23.5% |
| 1Y | +47.1% | +29.8% | +17.3% | +27.9% |
| 3Y | +119.4% | +28.1% | +91.3% | +78.3% |
| All | +119.4% | +27.4% | +92.0% | +78.3% |
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 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