+55.4%
KTOS vs JBHT
+22.5%
+32.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.3% | -4.7% | -3.1% |
| 7D | -3.4% | +7.0% | -10.4% | -5.3% |
| 30D | -13.8% | +0.5% | -14.3% | -14.0% |
| 3M | -46.0% | -17.4% | -28.6% | -43.1% |
| 6M | -35.4% | -1.7% | -33.7% | -36.1% |
| YTD | -55.3% | +20.7% | -76.1% | -59.0% |
| 1Y | -52.7% | +41.1% | -93.8% | -58.8% |
| 3Y | +87.2% | +38.0% | +49.3% | +60.2% |
| All | +55.4% | +22.5% | +32.9% | +31.4% |
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