-54.1%
KHC vs JBHT
+191.4%
-245.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -1.5% |
| 7D | -2.0% | +0.2% | -2.3% | -2.1% |
| 30D | +9.7% | -2.2% | +11.8% | +10.1% |
| 3M | -2.0% | -16.5% | +14.4% | +1.3% |
| 6M | +5.4% | -8.4% | +13.9% | +6.5% |
| YTD | +5.9% | +16.1% | -10.2% | +0.8% |
| 1Y | +7.5% | +31.9% | -24.5% | -0.9% |
| 3Y | -12.4% | +34.1% | -46.5% | -22.0% |
| 5Y | -15.8% | +20.1% | -35.9% | -25.0% |
| 10Y | -54.1% | +184.7% | -238.7% | -67.2% |
| All | -54.1% | +191.4% | -245.5% | -67.2% |
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