+102.3%
KNX vs JBHT
+183.5%
-81.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.2% | 0.0% |
| 7D | 0.0% | +0.5% | -0.4% | -0.2% |
| 30D | -3.3% | -0.1% | -3.2% | -3.2% |
| 3M | -8.7% | -14.0% | +5.3% | +1.9% |
| 6M | +1.3% | -5.1% | +6.4% | +5.0% |
| YTD | +20.4% | +18.0% | +2.3% | +5.5% |
| 1Y | +42.4% | +36.5% | +5.9% | +11.6% |
| 3Y | +30.1% | +34.8% | -4.7% | 0.0% |
| 5Y | +11.7% | +21.4% | -9.8% | -8.4% |
| 10Y | +102.3% | +178.0% | -75.7% | -27.8% |
| All | +102.3% | +183.5% | -81.2% | -27.8% |
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 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