+44.6%
KNX vs JBHT
+58.3%
-13.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.8% | +1.0% | +1.6% |
| 7D | +7.4% | +4.9% | +2.5% | +3.5% |
| 30D | +2.0% | +0.6% | +1.4% | +1.5% |
| 3M | -7.9% | -3.2% | -4.7% | -5.5% |
| 6M | +14.4% | +17.0% | -2.6% | +1.8% |
| YTD | +38.9% | +41.7% | -2.7% | +7.3% |
| 1Y | +65.9% | +90.0% | -24.1% | +1.7% |
| 3Y | +35.8% | +47.0% | -11.1% | -0.7% |
| All | +44.6% | +58.3% | -13.6% | +0.5% |
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