+105.5%
KMI vs JBHT
+512.4%
-406.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.6% | -0.7% | -3.2% |
| 7D | -10.3% | -1.4% | -9.0% | -10.0% |
| 30D | -5.3% | -3.1% | -2.2% | -4.5% |
| 3M | -2.1% | -19.5% | +17.4% | +3.6% |
| 6M | -4.8% | -9.6% | +4.8% | -3.4% |
| YTD | +14.0% | +13.3% | +0.7% | +6.7% |
| 1Y | +20.9% | +29.7% | -8.8% | +8.0% |
| 3Y | +105.3% | +28.3% | +77.0% | +76.4% |
| 5Y | +131.8% | +18.5% | +113.4% | +99.1% |
| 10Y | +153.9% | +198.1% | -44.3% | +40.0% |
| All | +105.5% | +512.4% | -406.9% | -13.8% |
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