+184.3%
KLAC vs JBHT
+27.4%
+156.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.7% | +7.4% | +7.0% |
| 7D | -12.3% | -1.6% | -10.7% | -11.5% |
| 30D | -29.6% | -2.3% | -27.4% | -29.0% |
| 3M | -28.2% | -18.5% | -9.8% | -22.0% |
| 6M | -23.6% | -11.3% | -12.3% | -19.6% |
| YTD | +14.4% | +12.6% | +1.8% | +8.3% |
| 1Y | +15.4% | +29.8% | -14.3% | +3.0% |
| 3Y | +184.3% | +28.1% | +156.2% | +141.8% |
| All | +184.3% | +27.4% | +156.9% | +141.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling