+392.8%
HL vs KTOS
+216.1%
+176.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -4.4% | -2.4% | -2.0% | -3.8% |
| 30D | +9.3% | -26.8% | +36.1% | +18.8% |
| 3M | +32.0% | -20.6% | +52.5% | +39.4% |
| 6M | -6.4% | -47.5% | +41.1% | +8.6% |
| YTD | +3.1% | -38.5% | +41.6% | +13.9% |
| 1Y | +77.6% | -31.0% | +108.6% | +86.6% |
| 3Y | +392.8% | +216.5% | +176.3% | +215.4% |
| All | +392.8% | +216.1% | +176.7% | +215.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling