+206.4%
HD vs KTOS
+613.9%
-407.5%
-38.0%
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% | +1.1% |
| 7D | -3.8% | -2.4% | -1.5% | -3.5% |
| 30D | -9.4% | -26.8% | +17.4% | -5.2% |
| 3M | -4.6% | -20.6% | +16.0% | -1.9% |
| 6M | -10.1% | -47.5% | +37.4% | -2.4% |
| YTD | -8.3% | -38.5% | +30.2% | -4.7% |
| 1Y | -25.0% | -31.0% | +6.0% | -24.6% |
| 3Y | +1.5% | +216.5% | -215.0% | -25.7% |
| 5Y | +5.6% | +105.7% | -100.1% | -19.6% |
| All | +206.4% | +613.9% | -407.5% | +90.9% |
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