+5,735.3%
HUM vs KTOS
-68.9%
+5,804.2%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.3% |
| 7D | +2.1% | -2.4% | +4.4% | +2.2% |
| 30D | +5.4% | -26.8% | +32.2% | +7.8% |
| 3M | +11.4% | -20.6% | +32.0% | +13.0% |
| 6M | +141.5% | -47.5% | +189.0% | +151.3% |
| YTD | +61.2% | -38.5% | +99.7% | +64.8% |
| 1Y | +49.2% | -31.0% | +80.2% | +50.7% |
| 3Y | -9.0% | +216.5% | -225.6% | -19.0% |
| 5Y | +7.2% | +105.7% | -98.5% | -3.0% |
| 10Y | +152.7% | +615.0% | -462.3% | +105.3% |
| All | +5,735.3% | -68.9% | +5,804.2% | +5,008.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling