+89.6%
HPE vs KTOS
-59.5%
+149.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -7.1% | -4.7% | -10.7% |
| 7D | -25.0% | -23.4% | -1.6% | -21.9% |
| 30D | -37.3% | -23.6% | -13.7% | -34.8% |
| 3M | -16.8% | -39.7% | +22.9% | -10.9% |
| 6M | +47.8% | -43.7% | +91.5% | +57.8% |
| YTD | +86.0% | -56.0% | +142.1% | +86.4% |
| 1Y | +89.6% | -56.9% | +146.5% | +90.2% |
| All | +89.6% | -59.5% | +149.1% | +90.2% |
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