+33.3%
KNX vs JBHT
+38.8%
-5.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.3% | +1.0% | +1.5% |
| 7D | +9.2% | +7.0% | +2.2% | +3.7% |
| 30D | +0.9% | +0.5% | +0.4% | +0.6% |
| 3M | -12.7% | -17.4% | +4.6% | +0.4% |
| 6M | +7.3% | -1.7% | +9.0% | +8.1% |
| YTD | +23.1% | +20.7% | +2.4% | +6.4% |
| 1Y | +47.1% | +41.1% | +6.0% | +13.4% |
| 3Y | +33.3% | +38.0% | -4.7% | -3.6% |
| All | +33.3% | +38.8% | -5.5% | -3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling