+103.1%
KRE vs JBHT
+192.0%
-88.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +0.2% |
| 7D | -0.4% | +0.4% | -0.8% | -0.6% |
| 30D | +6.4% | -2.0% | +8.4% | +7.3% |
| 3M | -3.1% | -16.3% | +13.2% | +4.8% |
| 6M | +6.4% | -8.2% | +14.6% | +8.6% |
| YTD | +15.3% | +16.3% | -1.0% | +2.9% |
| 1Y | +23.3% | +32.2% | -9.0% | +2.5% |
| 3Y | +93.6% | +34.4% | +59.2% | +52.2% |
| 5Y | +13.2% | +20.3% | -7.1% | -7.8% |
| 10Y | +103.1% | +185.2% | -82.1% | -16.6% |
| All | +103.1% | +192.0% | -88.9% | -16.6% |
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