-53.0%
KHC vs JBHT
+194.3%
-247.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +0.3% |
| 7D | +5.9% | -1.4% | +7.3% | +6.3% |
| 30D | +14.9% | -3.1% | +18.0% | +15.7% |
| 3M | 0.0% | -19.5% | +19.5% | +4.3% |
| 6M | +16.2% | -9.6% | +25.8% | +17.7% |
| YTD | +9.8% | +13.3% | -3.5% | +5.1% |
| 1Y | +12.1% | +29.7% | -17.6% | +3.8% |
| 3Y | -10.1% | +28.3% | -38.4% | -19.0% |
| 5Y | -13.9% | +18.5% | -32.3% | -23.1% |
| All | -53.0% | +194.3% | -247.3% | -65.0% |
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