+2,970.8%
KLAC vs JBHT
+273.4%
+2,697.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.8% | +4.5% | +5.7% |
| 7D | +5.7% | +4.9% | +0.9% | +3.0% |
| 30D | -3.6% | +0.6% | -4.2% | -3.9% |
| 3M | -12.8% | -3.2% | -9.6% | -11.1% |
| 6M | +26.1% | +17.0% | +9.1% | +15.4% |
| YTD | +53.3% | +41.7% | +11.7% | +25.7% |
| 1Y | +113.7% | +90.0% | +23.7% | +45.3% |
| 3Y | +274.9% | +47.0% | +227.9% | +186.4% |
| 5Y | +470.1% | +58.3% | +411.8% | +306.4% |
| All | +2,970.8% | +273.4% | +2,697.3% | +1,173.7% |
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