+318.6%
KGC vs JBHT
+27.4%
+291.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.1% |
| 7D | +10.5% | -1.6% | +12.1% | +10.6% |
| 30D | -4.1% | -2.3% | -1.8% | -3.9% |
| 3M | -13.1% | -18.5% | +5.4% | -11.9% |
| 6M | -27.5% | -11.3% | -16.3% | -27.0% |
| YTD | -20.7% | +12.6% | -33.3% | -20.7% |
| 1Y | -6.1% | +29.8% | -35.8% | -6.1% |
| 3Y | +318.6% | +28.1% | +290.5% | +324.4% |
| All | +318.6% | +27.4% | +291.2% | +324.4% |
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 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