+21.8%
KWEB vs JBHT
+224.1%
-202.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.7% |
| 7D | +9.4% | -1.6% | +11.0% | +10.0% |
| 30D | +2.3% | -2.3% | +4.5% | +2.9% |
| 3M | -12.3% | -18.5% | +6.1% | -6.9% |
| 6M | -16.4% | -11.3% | -5.1% | -14.6% |
| YTD | -26.9% | +12.6% | -39.5% | -32.0% |
| 1Y | -33.2% | +29.8% | -62.9% | -41.1% |
| 3Y | +1.2% | +28.1% | -26.9% | -13.9% |
| 5Y | -36.4% | +17.7% | -54.1% | -44.6% |
| 10Y | -17.4% | +196.1% | -213.6% | -54.7% |
| All | +21.8% | +224.1% | -202.3% | -38.3% |
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