+147.1%
KRE vs JBHT
+1,009.5%
-862.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.6% | +1.1% | -0.4% |
| 7D | -0.8% | -1.4% | +0.6% | 0.0% |
| 30D | +3.2% | -3.1% | +6.3% | +4.9% |
| 3M | -6.0% | -19.5% | +13.6% | +5.0% |
| 6M | +4.6% | -9.6% | +14.2% | +8.0% |
| YTD | +13.5% | +13.3% | +0.2% | +1.6% |
| 1Y | +22.2% | +29.7% | -7.4% | +0.9% |
| 3Y | +79.8% | +28.3% | +51.5% | +40.8% |
| 5Y | +11.2% | +18.5% | -7.3% | -11.5% |
| 10Y | +116.1% | +198.1% | -82.0% | -9.5% |
| All | +147.1% | +1,009.5% | -862.4% | -56.9% |
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