+209.7%
KO vs JBHT
+192.0%
+17.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | -0.1% |
| 7D | +0.2% | +0.4% | -0.2% | +0.1% |
| 30D | +9.1% | -2.0% | +11.0% | +9.3% |
| 3M | +11.0% | -16.3% | +27.3% | +13.9% |
| 6M | +24.0% | -8.2% | +32.2% | +24.8% |
| YTD | +40.0% | +16.3% | +23.7% | +34.5% |
| 1Y | +39.7% | +32.2% | +7.5% | +30.9% |
| 3Y | +84.8% | +34.4% | +50.4% | +68.2% |
| 5Y | +96.8% | +20.3% | +76.4% | +80.3% |
| 10Y | +209.7% | +185.2% | +24.5% | +132.9% |
| All | +209.7% | +192.0% | +17.7% | +132.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling