+94.0%
KRE vs JBHT
+186.6%
-92.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | +0.3% | +0.9% | -0.6% | -0.2% |
| 30D | +5.9% | -1.1% | +7.0% | +6.3% |
| 3M | -3.3% | -14.8% | +11.5% | +3.5% |
| 6M | +5.8% | -7.4% | +13.3% | +7.6% |
| YTD | +14.7% | +17.3% | -2.6% | +2.0% |
| 1Y | +22.0% | +35.3% | -13.3% | +0.3% |
| 3Y | +91.6% | +33.9% | +57.7% | +51.1% |
| 5Y | +13.0% | +22.5% | -9.6% | -8.9% |
| 10Y | +94.0% | +181.3% | -87.4% | -15.6% |
| All | +94.0% | +186.6% | -92.6% | -15.6% |
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