+587.2%
KGC vs JBHT
+182.5%
+404.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.0% | 0.0% |
| 7D | -6.7% | +7.0% | -13.7% | -7.4% |
| 30D | -6.7% | +0.5% | -7.2% | -6.7% |
| 3M | -22.6% | -17.4% | -5.2% | -21.0% |
| 6M | -33.4% | -1.7% | -31.7% | -33.6% |
| YTD | -26.0% | +20.7% | -46.7% | -27.8% |
| 1Y | -18.3% | +41.1% | -59.4% | -21.6% |
| 3Y | +315.8% | +38.0% | +277.8% | +295.2% |
| 5Y | +225.7% | +22.5% | +203.2% | +210.7% |
| All | +587.2% | +182.5% | +404.7% | +612.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling