+80.6%
KEYS vs JBHT
+58.3%
+22.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +0.2% |
| 7D | +2.3% | +4.9% | -2.6% | +0.2% |
| 30D | -2.6% | +0.6% | -3.2% | -2.9% |
| 3M | -4.6% | -3.2% | -1.4% | -3.8% |
| 6M | +8.7% | +17.0% | -8.2% | +0.6% |
| YTD | +61.0% | +41.7% | +19.4% | +37.1% |
| 1Y | +96.0% | +90.0% | +6.0% | +45.1% |
| 3Y | +144.4% | +47.0% | +97.4% | +98.1% |
| All | +80.6% | +58.3% | +22.3% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling