-16.8%
KHC vs JBHT
+21.8%
-38.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | -1.1% | +0.9% | -2.1% | -1.2% |
| 30D | +8.8% | -1.1% | +9.9% | +8.9% |
| 3M | -1.2% | -14.8% | +13.6% | +0.1% |
| 6M | +4.6% | -7.4% | +12.1% | +5.1% |
| YTD | +5.1% | +17.3% | -12.2% | +2.9% |
| 1Y | +6.2% | +35.3% | -29.1% | +2.4% |
| 3Y | -12.9% | +33.9% | -46.8% | -17.5% |
| 5Y | -16.8% | +22.5% | -39.3% | -23.3% |
| All | -16.8% | +21.8% | -38.6% | -23.3% |
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