+132.3%
HON vs KTOS
+613.9%
-481.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -3.5% | -2.4% | -1.1% | -3.1% |
| 30D | -13.8% | -26.8% | +13.1% | -8.9% |
| 3M | -11.7% | -20.6% | +8.9% | -8.7% |
| 6M | -18.7% | -47.5% | +28.8% | -10.5% |
| YTD | +0.2% | -38.5% | +38.7% | +5.2% |
| 1Y | -3.1% | -31.0% | +27.9% | -1.9% |
| 3Y | +17.0% | +216.5% | -199.6% | -17.0% |
| 5Y | +2.0% | +105.7% | -103.7% | -23.7% |
| All | +132.3% | +613.9% | -481.6% | +41.9% |
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