+278.5%
KGC vs JBHT
+15.0%
+263.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.3% | +1.3% |
| 7D | 0.0% | -1.4% | +1.3% | +0.2% |
| 30D | -9.3% | -3.1% | -6.3% | -8.9% |
| 3M | -15.9% | -19.5% | +3.7% | -13.4% |
| 6M | -24.9% | -9.6% | -15.3% | -24.2% |
| YTD | -23.0% | +13.3% | -36.3% | -24.6% |
| 1Y | -9.9% | +29.7% | -39.6% | -13.3% |
| 3Y | +301.2% | +28.3% | +272.9% | +282.1% |
| 5Y | +278.5% | +18.5% | +260.1% | +252.3% |
| All | +278.5% | +15.0% | +263.6% | +252.3% |
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