+138.4%
HLT vs KTOS
+100.3%
+38.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -1.6% | -2.4% | +0.8% | -1.3% |
| 30D | -5.0% | -26.8% | +21.8% | -1.2% |
| 3M | -10.4% | -20.6% | +10.2% | -8.2% |
| 6M | +3.2% | -47.5% | +50.7% | +11.0% |
| YTD | +6.7% | -38.5% | +45.2% | +10.0% |
| 1Y | +10.3% | -31.0% | +41.3% | +9.4% |
| 3Y | +99.3% | +216.5% | -117.2% | +38.9% |
| All | +138.4% | +100.3% | +38.1% | +77.6% |
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 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