+270.8%
KLAC vs JBHT
+47.5%
+223.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.8% | +4.5% | +6.1% |
| 7D | +5.7% | +4.9% | +0.9% | +3.5% |
| 30D | -3.6% | +0.6% | -4.2% | -3.8% |
| 3M | -12.8% | -3.2% | -9.6% | -11.4% |
| 6M | +26.1% | +17.0% | +9.1% | +18.0% |
| YTD | +53.3% | +41.7% | +11.7% | +32.6% |
| 1Y | +113.7% | +90.0% | +23.7% | +62.3% |
| All | +270.8% | +47.5% | +223.3% | +200.1% |
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