+75.0%
HUM vs KTOS
-55.0%
+130.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.1% | +0.2% | +4.9% |
| 7D | +4.6% | -14.6% | +19.2% | +5.8% |
| 30D | +9.6% | -16.3% | +25.9% | +10.9% |
| 3M | +18.4% | -38.9% | +57.2% | +22.3% |
| 6M | +76.9% | -42.9% | +119.8% | +82.7% |
| YTD | +71.0% | -53.8% | +124.7% | +72.3% |
| 1Y | +75.0% | -51.5% | +126.5% | +74.9% |
| All | +75.0% | -55.0% | +130.0% | +74.9% |
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 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