+308.1%
HUBS vs KTOS
+613.9%
-305.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | -9.0% | -2.4% | -6.6% | -8.4% |
| 30D | +7.2% | -26.8% | +34.1% | +15.9% |
| 3M | +20.9% | -20.6% | +41.4% | +25.8% |
| 6M | -13.0% | -47.5% | +34.5% | -0.3% |
| YTD | -43.8% | -38.5% | -5.4% | -40.9% |
| 1Y | -54.6% | -31.0% | -23.6% | -54.9% |
| 3Y | -58.5% | +216.5% | -275.0% | -77.1% |
| 5Y | -66.4% | +105.7% | -172.1% | -79.6% |
| All | +308.1% | +613.9% | -305.8% | +69.8% |
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