+109.7%
KRE vs JBHT
+192.4%
-82.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.2% |
| 7D | +0.3% | -1.6% | +1.9% | +1.1% |
| 30D | +4.8% | -2.3% | +7.1% | +5.9% |
| 3M | -5.1% | -18.5% | +13.4% | +4.0% |
| 6M | +3.3% | -11.3% | +14.6% | +7.3% |
| YTD | +13.3% | +12.6% | +0.8% | +2.8% |
| 1Y | +22.9% | +29.8% | -6.9% | +3.2% |
| 3Y | +82.1% | +28.1% | +54.0% | +46.9% |
| 5Y | +11.0% | +17.7% | -6.7% | -8.7% |
| All | +109.7% | +192.4% | -82.6% | -15.3% |
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