+1,782.5%
KMB vs JBHT
+11,637.0%
-9,854.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -1.9% |
| 7D | -3.0% | +4.9% | -7.9% | -3.6% |
| 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% | +1.8% |
| YTD | +8.0% | +41.7% | -33.6% | +3.2% |
| 1Y | -13.7% | +90.0% | -103.7% | -20.8% |
| 3Y | -5.9% | +47.0% | -52.9% | -11.9% |
| 5Y | -8.6% | +58.3% | -66.9% | -16.0% |
| 10Y | +17.3% | +273.9% | -256.6% | -4.5% |
| All | +1,782.5% | +11,637.0% | -9,854.5% | +889.3% |
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