+102.9%
KO vs JBHT
+22.5%
+80.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +1.6% |
| 7D | +3.7% | +7.0% | -3.3% | +3.1% |
| 30D | +8.1% | +0.5% | +7.6% | +8.0% |
| 3M | +14.2% | -17.4% | +31.6% | +16.0% |
| 6M | +25.2% | -1.7% | +26.9% | +24.9% |
| YTD | +44.7% | +20.7% | +24.0% | +41.1% |
| 1Y | +43.4% | +41.1% | +2.3% | +37.4% |
| 3Y | +90.1% | +38.0% | +52.1% | +79.6% |
| All | +102.9% | +22.5% | +80.4% | +90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling