+6.3%
KNX vs JBHT
+17.1%
-10.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.3% |
| 7D | -3.9% | -1.6% | -2.3% | -2.6% |
| 30D | -8.2% | -2.3% | -5.9% | -6.5% |
| 3M | -15.4% | -18.5% | +3.0% | -1.9% |
| 6M | -8.6% | -11.3% | +2.6% | -0.3% |
| YTD | +12.7% | +12.6% | +0.1% | +2.7% |
| 1Y | +33.4% | +29.8% | +3.6% | +9.3% |
| 3Y | +19.6% | +28.1% | -8.5% | -3.8% |
| All | +6.3% | +17.1% | -10.7% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling