-43.1%
KHC vs JBHT
+272.6%
-315.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.3% |
| 7D | -1.8% | +4.9% | -6.6% | -2.9% |
| 30D | -1.9% | +0.6% | -2.5% | -2.2% |
| 3M | +14.4% | -3.2% | +17.6% | +14.9% |
| 6M | +8.7% | +17.0% | -8.2% | +3.9% |
| YTD | +7.8% | +41.7% | -33.9% | -1.9% |
| 1Y | -1.5% | +90.0% | -91.5% | -17.6% |
| 3Y | -9.9% | +47.0% | -56.8% | -21.3% |
| 5Y | -10.7% | +58.3% | -69.0% | -26.7% |
| 10Y | -55.7% | +273.9% | -329.6% | -75.9% |
| All | -43.1% | +272.6% | -315.7% | -69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling