-10.3%
KHC vs JBHT
+58.3%
-68.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.0% |
| 7D | -1.8% | +4.9% | -6.6% | -2.2% |
| 30D | -1.9% | +0.6% | -2.5% | -2.0% |
| 3M | +14.4% | -3.2% | +17.6% | +14.6% |
| 6M | +8.7% | +17.0% | -8.2% | +6.8% |
| YTD | +7.8% | +41.7% | -33.9% | +3.9% |
| 1Y | -1.5% | +90.0% | -91.5% | -8.1% |
| 3Y | -9.9% | +47.0% | -56.8% | -15.0% |
| All | -10.3% | +58.3% | -68.6% | -17.0% |
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 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