+7.2%
GEHC vs KTOS
+404.2%
-397.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -7.2% | -2.4% | -4.8% | -7.0% |
| 30D | -11.6% | -26.8% | +15.3% | -9.8% |
| 3M | -0.8% | -20.6% | +19.7% | +0.7% |
| 6M | -11.9% | -47.5% | +35.6% | -8.2% |
| YTD | -21.9% | -38.5% | +16.6% | -20.7% |
| 1Y | -17.8% | -31.0% | +13.2% | -18.1% |
| 3Y | -3.5% | +216.5% | -220.1% | -20.4% |
| All | +7.2% | +404.2% | -397.0% | -20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling