+63.0%
KEYS vs JBHT
+21.4%
+41.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +16.7% | +4.2% | +12.6% | +14.9% |
| 30D | -17.8% | -0.4% | -17.4% | -17.7% |
| 3M | -14.2% | -17.3% | +3.2% | -8.2% |
| 6M | -15.9% | -3.5% | -12.4% | -16.6% |
| YTD | +49.7% | +18.0% | +31.7% | +35.6% |
| 1Y | +65.3% | +35.5% | +29.8% | +41.0% |
| 3Y | +144.9% | +34.8% | +110.1% | +102.5% |
| 5Y | +63.0% | +19.7% | +43.3% | +36.2% |
| All | +63.0% | +21.4% | +41.6% | +36.2% |
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 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