+106.0%
KNX vs JBHT
+191.4%
-85.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.1% | +2.1% | +2.8% |
| 7D | -0.3% | +0.2% | -0.6% | -0.4% |
| 30D | -4.7% | -2.2% | -2.5% | -3.0% |
| 3M | -12.0% | -16.5% | +4.5% | +0.5% |
| 6M | -3.5% | -8.4% | +4.9% | +2.9% |
| YTD | +18.6% | +16.1% | +2.5% | +5.3% |
| 1Y | +34.3% | +31.9% | +2.4% | +8.1% |
| 3Y | +28.8% | +34.1% | -5.3% | -0.6% |
| 5Y | +9.6% | +20.1% | -10.5% | -9.3% |
| 10Y | +106.0% | +184.7% | -78.7% | -23.7% |
| All | +106.0% | +191.4% | -85.5% | -23.7% |
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