-4.6%
HD vs KTOS
-59.2%
+54.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -12.3% | +18.8% | +6.9% |
| 7D | +11.9% | -12.7% | +24.6% | +12.4% |
| 30D | +26.4% | -14.4% | +40.8% | +27.0% |
| 3M | +2.8% | -30.7% | +33.5% | +4.3% |
| 6M | +15.5% | -41.9% | +57.4% | +17.7% |
| YTD | +5.5% | -52.6% | +58.2% | +6.6% |
| 1Y | -4.6% | -60.1% | +55.6% | -1.7% |
| All | -4.6% | -59.2% | +54.7% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling