-14.8%
KMB vs JBHT
+89.9%
-104.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.8% | -5.6% | -2.9% |
| 7D | -4.2% | +4.9% | -9.1% | -4.4% |
| 30D | -6.6% | +0.6% | -7.2% | -6.7% |
| 3M | +12.6% | -3.2% | +15.8% | +12.7% |
| 6M | +2.9% | +17.0% | -14.1% | +1.7% |
| YTD | +6.8% | +41.7% | -34.9% | +6.0% |
| 1Y | -14.8% | +90.0% | -104.7% | -14.3% |
| All | -14.8% | +89.9% | -104.7% | -14.3% |
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 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