+146.3%
KR vs JBHT
+176.2%
-29.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | +0.8% | +0.5% | +0.3% | +0.7% |
| 30D | +11.1% | -0.1% | +11.2% | +11.1% |
| 3M | +24.4% | -14.0% | +38.4% | +26.1% |
| 6M | +8.5% | -5.1% | +13.6% | +8.7% |
| YTD | +13.1% | +18.0% | -4.9% | +10.0% |
| 1Y | +9.3% | +36.5% | -27.2% | +4.2% |
| 3Y | +69.3% | +34.8% | +34.5% | +59.3% |
| 5Y | +83.2% | +21.4% | +61.8% | +72.9% |
| All | +146.3% | +176.2% | -29.8% | +89.2% |
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 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