-19.6%
KWEB vs JBHT
+182.5%
-202.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.6% |
| 7D | -7.8% | +7.0% | -14.9% | -9.8% |
| 30D | -6.4% | +0.5% | -7.0% | -6.8% |
| 3M | -14.6% | -17.4% | +2.8% | -9.9% |
| 6M | -25.0% | -1.7% | -23.3% | -26.0% |
| YTD | -32.7% | +20.7% | -53.4% | -38.5% |
| 1Y | -37.3% | +41.1% | -78.4% | -45.9% |
| 3Y | -5.9% | +38.0% | -43.9% | -21.2% |
| 5Y | -47.1% | +22.5% | -69.6% | -54.1% |
| All | -19.6% | +182.5% | -202.1% | -47.0% |
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