-60.1%
KTOS vs JBHT
+34.8%
-95.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.1% | -13.3% | -12.5% |
| 7D | -12.7% | +1.7% | -14.4% | -13.0% |
| 30D | -14.4% | -1.2% | -13.3% | -14.3% |
| 3M | -30.7% | -17.1% | -13.5% | -28.1% |
| 6M | -41.9% | -4.4% | -37.5% | -43.4% |
| YTD | -52.6% | +17.5% | -70.1% | -59.5% |
| 1Y | -60.1% | +32.6% | -92.7% | -68.9% |
| All | -60.1% | +34.8% | -95.0% | -68.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling