+157,277.0%
KLAC vs JBHT
+11,637.0%
+145,640.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.8% | +4.5% | +6.2% |
| 7D | +5.7% | +4.9% | +0.9% | +3.8% |
| 30D | -3.6% | +0.6% | -4.2% | -3.8% |
| 3M | -12.8% | -3.2% | -9.6% | -11.5% |
| 6M | +26.1% | +17.0% | +9.1% | +18.7% |
| YTD | +53.3% | +41.7% | +11.7% | +33.8% |
| 1Y | +113.7% | +90.0% | +23.7% | +64.0% |
| 3Y | +274.9% | +47.0% | +227.9% | +213.1% |
| 5Y | +470.1% | +58.3% | +411.8% | +360.6% |
| 10Y | +2,997.0% | +273.9% | +2,723.1% | +1,701.0% |
| All | +157,277.0% | +11,637.0% | +145,640.0% | +22,677.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling