+4,235.9%
KO vs JBHT
+11,637.0%
-7,401.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.1% |
| 7D | -1.8% | +4.9% | -6.7% | -2.3% |
| 30D | +1.4% | +0.6% | +0.9% | +1.3% |
| 3M | +15.4% | -3.2% | +18.6% | +15.6% |
| 6M | +14.3% | +17.0% | -2.7% | +11.9% |
| YTD | +27.7% | +41.7% | -14.0% | +22.2% |
| 1Y | +32.7% | +90.0% | -57.3% | +22.4% |
| 3Y | +62.2% | +47.0% | +15.2% | +52.3% |
| 5Y | +80.0% | +58.3% | +21.7% | +66.3% |
| 10Y | +175.6% | +273.9% | -98.3% | +129.2% |
| All | +4,235.9% | +11,637.0% | -7,401.1% | +2,464.2% |
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