-28.0%
DHR vs KTOS
+100.3%
-128.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -3.6% | -2.4% | -1.3% | -3.3% |
| 30D | -2.7% | -26.8% | +24.1% | +1.1% |
| 3M | +10.9% | -20.6% | +31.5% | +13.6% |
| 6M | +3.0% | -47.5% | +50.5% | +10.7% |
| YTD | -12.2% | -38.5% | +26.3% | -9.3% |
| 1Y | +3.3% | -31.0% | +34.3% | +3.7% |
| 3Y | -8.2% | +216.5% | -224.8% | -31.4% |
| All | -28.0% | +100.3% | -128.3% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling