+128.3%
KRE vs JBHT
+272.5%
-144.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.9% |
| 7D | +1.3% | +4.9% | -3.6% | -1.2% |
| 30D | -2.7% | +0.6% | -3.3% | -3.3% |
| 3M | +8.2% | -3.2% | +11.4% | +9.2% |
| 6M | +12.8% | +17.0% | -4.1% | +2.2% |
| YTD | +17.5% | +41.7% | -24.2% | -4.2% |
| 1Y | +16.6% | +90.0% | -73.4% | -21.4% |
| 3Y | +79.5% | +47.0% | +32.5% | +37.0% |
| 5Y | +32.4% | +58.3% | -25.9% | -6.7% |
| All | +128.3% | +272.5% | -144.2% | -9.5% |
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 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