+83.6%
KRE vs JBHT
+47.5%
+36.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.5% |
| 7D | +1.3% | +4.9% | -3.6% | -0.4% |
| 30D | -2.7% | +0.6% | -3.3% | -3.1% |
| 3M | +8.2% | -3.2% | +11.4% | +9.0% |
| 6M | +12.8% | +17.0% | -4.1% | +5.4% |
| YTD | +17.5% | +41.7% | -24.2% | +1.9% |
| 1Y | +16.6% | +90.0% | -73.4% | -10.7% |
| All | +83.6% | +47.5% | +36.1% | +52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling