+146.7%
KRE vs JBHT
+1,002.2%
-855.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.2% |
| 7D | +0.3% | -1.6% | +1.9% | +1.2% |
| 30D | +4.8% | -2.3% | +7.1% | +6.0% |
| 3M | -5.1% | -18.5% | +13.4% | +5.2% |
| 6M | +3.3% | -11.3% | +14.6% | +7.9% |
| YTD | +13.3% | +12.6% | +0.8% | +1.8% |
| 1Y | +22.9% | +29.8% | -6.9% | +1.3% |
| 3Y | +82.1% | +28.1% | +54.0% | +42.7% |
| 5Y | +11.0% | +17.7% | -6.7% | -11.3% |
| 10Y | +115.7% | +196.1% | -80.4% | -9.3% |
| All | +146.7% | +1,002.2% | -855.4% | -56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling