+4,304.6%
KR vs JBHT
+11,637.0%
-7,332.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.2% |
| 7D | +1.5% | +4.9% | -3.4% | +0.9% |
| 30D | +4.1% | +0.6% | +3.5% | +3.9% |
| 3M | -5.2% | -3.2% | -2.0% | -5.0% |
| 6M | -12.8% | +17.0% | -29.7% | -15.0% |
| YTD | -4.6% | +41.7% | -46.3% | -9.5% |
| 1Y | -11.7% | +90.0% | -101.7% | -19.8% |
| 3Y | +36.3% | +47.0% | -10.7% | +26.2% |
| 5Y | +40.0% | +58.3% | -18.3% | +27.1% |
| 10Y | +122.2% | +273.9% | -151.7% | +75.6% |
| All | +4,304.6% | +11,637.0% | -7,332.4% | +1,740.5% |
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