+606.4%
KTOS vs JBHT
+281.4%
+325.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.0% |
| 7D | -2.4% | -1.2% | -1.2% | -1.9% |
| 30D | -26.8% | -2.0% | -24.8% | -26.3% |
| 3M | -20.6% | -6.3% | -14.3% | -19.0% |
| 6M | -47.5% | +29.0% | -76.5% | -53.6% |
| YTD | -38.5% | +39.9% | -78.4% | -48.0% |
| 1Y | -31.0% | +92.8% | -123.8% | -50.1% |
| 3Y | +216.5% | +51.2% | +165.4% | +146.7% |
| 5Y | +105.7% | +63.0% | +42.7% | +47.9% |
| All | +606.4% | +281.4% | +325.0% | +257.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling