+563.1%
HPE vs KTOS
+613.9%
-50.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.6% | +13.1% | +12.6% |
| 7D | +19.4% | -2.4% | +21.8% | +20.0% |
| 30D | +5.6% | -26.8% | +32.5% | +13.0% |
| 3M | +33.1% | -20.6% | +53.6% | +38.8% |
| 6M | +192.5% | -47.5% | +239.9% | +229.6% |
| YTD | +160.9% | -38.5% | +199.4% | +175.7% |
| 1Y | +155.0% | -31.0% | +186.0% | +158.3% |
| 3Y | +289.4% | +216.5% | +72.9% | +160.4% |
| 5Y | +395.7% | +105.7% | +290.0% | +252.3% |
| All | +563.1% | +613.9% | -50.8% | +283.6% |
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 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