Highlights•Exercise is recommended for knee OA but effects are small and reduce over time.•This randomized trial compared 3 physical therapist-led exercise interventions.•514 adults with knee OA took part, with data collected over a 36-month follow-up.•On average, all 3 groups experienced moderate improvement in pain and function.•There were no significant differences between groups, at 3, 6, 9, 18, and 36 months.