+218.5%
KTOS vs JBHT
+48.7%
+169.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.3% | +0.6% | -2.9% | -2.5% |
| 30D | -26.3% | +0.9% | -27.2% | -26.4% |
| 3M | -14.3% | -4.4% | -9.9% | -13.7% |
| 6M | -47.2% | +24.5% | -71.7% | -50.2% |
| YTD | -38.1% | +38.6% | -76.7% | -43.3% |
| 1Y | -28.4% | +97.2% | -125.6% | -39.6% |
| All | +218.5% | +48.7% | +169.8% | +183.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling