+38.3%
KMB vs JBHT
+182.5%
-144.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +1.8% |
| 7D | +0.9% | +7.0% | -6.1% | 0.0% |
| 30D | +10.1% | +0.5% | +9.6% | +10.0% |
| 3M | 0.0% | -17.4% | +17.4% | +2.3% |
| 6M | +15.7% | -1.7% | +17.4% | +15.4% |
| YTD | +12.6% | +20.7% | -8.1% | +9.0% |
| 1Y | +10.1% | +41.1% | -30.9% | +4.3% |
| 3Y | +2.1% | +38.0% | -35.8% | -4.7% |
| 5Y | -0.7% | +22.5% | -23.1% | -6.8% |
| All | +38.3% | +182.5% | -144.2% | +10.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling