-43.1%
KWEB vs JBHT
+58.3%
-101.3%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +1.0% |
| 7D | -1.0% | +4.9% | -5.9% | -2.7% |
| 30D | -8.7% | +0.6% | -9.3% | -9.1% |
| 3M | -4.0% | -3.2% | -0.8% | -3.5% |
| 6M | -13.1% | +17.0% | -30.1% | -19.1% |
| YTD | -23.5% | +41.7% | -65.1% | -34.0% |
| 1Y | -27.2% | +90.0% | -117.1% | -44.8% |
| 3Y | -2.1% | +47.0% | -49.1% | -19.7% |
| All | -43.1% | +58.3% | -101.3% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling