+2,247.0%
KLAC vs JBHT
+182.5%
+2,064.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.3% | -5.4% | -4.4% |
| 7D | +10.0% | +7.0% | +3.0% | +6.0% |
| 30D | -14.8% | +0.5% | -15.3% | -15.1% |
| 3M | -27.2% | -17.4% | -9.8% | -19.8% |
| 6M | -17.5% | -1.7% | -15.7% | -17.4% |
| YTD | +25.8% | +20.7% | +5.1% | +11.6% |
| 1Y | +31.8% | +41.1% | -9.3% | +7.0% |
| 3Y | +195.3% | +38.0% | +157.3% | +131.2% |
| 5Y | +285.9% | +22.5% | +263.5% | +216.8% |
| All | +2,247.0% | +182.5% | +2,064.5% | +1,049.3% |
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 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