+15.4%
KLAC vs JBHT
+29.5%
-14.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.7% | +7.4% | +7.0% |
| 7D | -12.3% | -1.6% | -10.7% | -11.4% |
| 30D | -29.6% | -2.3% | -27.4% | -28.9% |
| 3M | -28.2% | -18.5% | -9.8% | -21.3% |
| 6M | -23.6% | -11.3% | -12.3% | -18.6% |
| YTD | +14.4% | +12.6% | +1.8% | +8.3% |
| 1Y | +15.4% | +29.8% | -14.3% | +6.7% |
| All | +15.4% | +29.5% | -14.1% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling