-92.3%
KTOS vs JBHT
+10,206.2%
-10,298.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.6% |
| 7D | -8.0% | +4.9% | -12.9% | -9.6% |
| 30D | -13.6% | +0.6% | -14.2% | -13.9% |
| 3M | -24.6% | -3.2% | -21.4% | -24.2% |
| 6M | -46.3% | +17.0% | -63.3% | -49.8% |
| YTD | -37.0% | +41.7% | -78.7% | -45.2% |
| 1Y | -24.8% | +90.0% | -114.8% | -41.8% |
| 3Y | +195.0% | +47.0% | +148.0% | +143.7% |
| 5Y | +96.6% | +58.3% | +38.3% | +55.5% |
| 10Y | +579.3% | +273.9% | +305.4% | +292.3% |
| All | -92.3% | +10,206.2% | -10,298.5% | -98.7% |
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