+36.0%
KMB vs JBHT
+192.4%
-156.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.8% |
| 7D | +0.5% | -1.6% | +2.1% | +0.7% |
| 30D | +12.4% | -2.3% | +14.7% | +12.7% |
| 3M | +1.0% | -18.5% | +19.4% | +3.5% |
| 6M | +12.1% | -11.3% | +23.4% | +13.4% |
| YTD | +11.6% | +12.6% | -0.9% | +9.1% |
| 1Y | +13.1% | +29.8% | -16.6% | +8.3% |
| 3Y | +1.6% | +28.1% | -26.5% | -4.2% |
| 5Y | -0.3% | +17.7% | -18.0% | -6.2% |
| All | +36.0% | +192.4% | -156.4% | +12.7% |
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