+822.5%
KEYS vs JBHT
+228.4%
+594.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.6% | -5.3% | -7.3% |
| 7D | -21.0% | -1.4% | -19.6% | -20.5% |
| 30D | -32.8% | -3.1% | -29.8% | -32.0% |
| 3M | -22.4% | -19.5% | -2.9% | -15.9% |
| 6M | -26.8% | -9.6% | -17.2% | -25.2% |
| YTD | +28.3% | +13.3% | +14.9% | +18.3% |
| 1Y | +40.2% | +29.7% | +10.5% | +21.8% |
| 3Y | +107.2% | +28.3% | +78.9% | +75.1% |
| 5Y | +41.9% | +18.5% | +23.4% | +21.2% |
| 10Y | +719.0% | +198.1% | +520.9% | +313.5% |
| All | +822.5% | +228.4% | +594.1% | +354.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling