+1,881.2%
KMB vs JBHT
+9,288.5%
-7,407.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.6% | +5.1% | +2.0% |
| 7D | +0.4% | -1.4% | +1.8% | +0.6% |
| 30D | +14.1% | -3.1% | +17.2% | +14.5% |
| 3M | -0.5% | -19.5% | +19.0% | +1.8% |
| 6M | +16.6% | -9.6% | +26.2% | +17.5% |
| YTD | +13.7% | +13.3% | +0.4% | +11.4% |
| 1Y | +16.1% | +29.7% | -13.6% | +11.8% |
| 3Y | +4.7% | +28.3% | -23.6% | -0.4% |
| 5Y | +1.5% | +18.5% | -16.9% | -3.4% |
| 10Y | +40.5% | +198.1% | -157.6% | +17.4% |
| All | +1,881.2% | +9,288.5% | -7,407.3% | +967.3% |
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