+83.8%
KRE vs JBHT
+182.5%
-98.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | -0.8% |
| 7D | +0.7% | +7.0% | -6.3% | -2.7% |
| 30D | +6.1% | +0.5% | +5.6% | +5.7% |
| 3M | -5.9% | -17.4% | +11.4% | +2.4% |
| 6M | +9.6% | -1.7% | +11.3% | +8.0% |
| YTD | +14.2% | +20.7% | -6.5% | 0.0% |
| 1Y | +22.5% | +41.1% | -18.6% | -1.4% |
| 3Y | +90.4% | +38.0% | +52.4% | +47.9% |
| 5Y | +11.9% | +22.5% | -10.6% | -9.4% |
| All | +83.8% | +182.5% | -98.7% | -18.7% |
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