+1,851.2%
KMB vs JBHT
+9,634.5%
-7,783.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.1% | +3.1% | +4.0% |
| 7D | +0.4% | +1.7% | -1.3% | +0.2% |
| 30D | +14.0% | -1.2% | +15.2% | +14.2% |
| 3M | -1.3% | -17.1% | +15.8% | +0.7% |
| 6M | +16.7% | -4.4% | +21.1% | +16.8% |
| YTD | +12.0% | +17.5% | -5.5% | +9.2% |
| 1Y | +13.6% | +32.6% | -19.0% | +9.2% |
| 3Y | +3.1% | +33.0% | -29.9% | -2.4% |
| 5Y | +0.8% | +20.3% | -19.6% | -4.3% |
| 10Y | +38.4% | +209.1% | -170.7% | +15.1% |
| All | +1,851.2% | +9,634.5% | -7,783.2% | +946.8% |
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