-9.0%
HUM vs KTOS
+216.1%
-225.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.3% |
| 7D | +2.1% | -2.4% | +4.4% | +2.3% |
| 30D | +5.4% | -26.8% | +32.2% | +8.4% |
| 3M | +11.4% | -20.6% | +32.0% | +13.3% |
| 6M | +141.5% | -47.5% | +189.0% | +154.0% |
| YTD | +61.2% | -38.5% | +99.7% | +64.4% |
| 1Y | +49.2% | -31.0% | +80.2% | +50.7% |
| 3Y | -9.0% | +216.5% | -225.6% | -17.4% |
| All | -9.0% | +216.1% | -225.2% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling