+19.0%
KWEB vs JBHT
+234.1%
-215.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.1% | -5.4% | -3.3% |
| 7D | +4.1% | +0.2% | +3.9% | +3.9% |
| 30D | -2.5% | -2.2% | -0.3% | -2.0% |
| 3M | -15.2% | -16.5% | +1.3% | -10.7% |
| 6M | -17.7% | -8.4% | -9.3% | -16.8% |
| YTD | -28.6% | +16.1% | -44.7% | -34.3% |
| 1Y | -33.8% | +31.9% | -65.8% | -42.0% |
| 3Y | +1.2% | +34.1% | -32.9% | -15.4% |
| 5Y | -39.2% | +20.1% | -59.3% | -47.4% |
| 10Y | -20.7% | +184.7% | -205.4% | -55.4% |
| All | +19.0% | +234.1% | -215.2% | -40.4% |
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 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