-11.1%
CHYM vs KTOS
+16.1%
-27.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | -2.3% | -2.4% | +0.1% | -1.7% |
| 30D | +4.4% | -26.8% | +31.3% | +13.0% |
| 3M | +91.3% | -20.6% | +111.9% | +101.2% |
| 6M | +44.0% | -47.5% | +91.5% | +65.1% |
| YTD | +31.1% | -38.5% | +69.6% | +40.5% |
| 1Y | +37.8% | -31.0% | +68.8% | +44.9% |
| All | -11.1% | +16.1% | -27.2% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KTOS.
Daily Out/Under-Performance
Portfolio return minus KTOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KTOS 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 KTOS 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