+25.0%
KLAC vs JBHT
+31.8%
-6.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.1% | +6.2% | +7.7% |
| 7D | -1.1% | +0.2% | -1.4% | -1.0% |
| 30D | -22.6% | -2.2% | -20.4% | -21.7% |
| 3M | -23.5% | -16.5% | -7.0% | -17.0% |
| 6M | -18.8% | -8.4% | -10.4% | -14.9% |
| YTD | +25.0% | +16.1% | +9.0% | +15.5% |
| All | +25.0% | +31.8% | -6.8% | +11.2% |
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