-20.7%
KWEB vs JBHT
+192.0%
-212.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.1% | -5.4% | -3.3% |
| 7D | +4.1% | +0.4% | +3.7% | +3.9% |
| 30D | -2.5% | -2.0% | -0.5% | -2.0% |
| 3M | -15.2% | -16.3% | +1.1% | -11.1% |
| 6M | -17.7% | -8.2% | -9.5% | -17.0% |
| YTD | -28.6% | +16.3% | -44.9% | -34.0% |
| 1Y | -33.8% | +32.2% | -66.0% | -41.6% |
| 3Y | +1.2% | +34.4% | -33.2% | -14.5% |
| 5Y | -39.2% | +20.3% | -59.5% | -46.9% |
| 10Y | -20.7% | +185.2% | -205.9% | -42.4% |
| All | -20.7% | +192.0% | -212.7% | -42.4% |
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