-8.0%
KMB vs JBHT
+58.3%
-66.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -1.9% |
| 7D | -3.0% | +4.9% | -7.9% | -3.5% |
| 30D | -5.5% | +0.6% | -6.0% | -5.6% |
| 3M | +14.0% | -3.2% | +17.2% | +14.2% |
| 6M | +4.1% | +17.0% | -12.9% | +2.3% |
| YTD | +8.0% | +41.7% | -33.6% | +4.3% |
| 1Y | -13.7% | +90.0% | -103.7% | -19.3% |
| 3Y | -5.9% | +47.0% | -52.9% | -10.5% |
| All | -8.0% | +58.3% | -66.3% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling