LONDON—Antony Jenkins, chief executive of Barclays PLC, has pledged to transform the U.K. bank. So far, though, it is still weighed down by its past.

On Tuesday, the bank posted a widening loss for the fourth quarter—because of a slowdown at its investment-banking unit and a series of legal issues—and added a disclosure to its annual financial results that highlights risks concerning the bank's potential legal woes in the U.S.

Barclays's...