+4,934.8%
KNX vs JBHT
+8,722.2%
-3,787.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.8% | +1.0% | +2.4% |
| 7D | +7.4% | +4.9% | +2.5% | +5.0% |
| 30D | +2.0% | +0.6% | +1.4% | +1.8% |
| 3M | -7.9% | -3.2% | -4.7% | -6.2% |
| 6M | +14.4% | +17.0% | -2.6% | +7.0% |
| YTD | +38.9% | +41.7% | -2.7% | +19.1% |
| 1Y | +65.9% | +90.0% | -24.1% | +23.4% |
| 3Y | +35.8% | +47.0% | -11.1% | +14.3% |
| 5Y | +43.3% | +58.3% | -15.0% | +17.0% |
| 10Y | +179.6% | +273.9% | -94.3% | +61.4% |
| All | +4,934.8% | +8,722.2% | -3,787.4% | +1,292.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling