+448.2%
HUT vs KTOS
+312.8%
+135.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.6% | +9.4% | +9.2% |
| 7D | +5.4% | -2.4% | +7.8% | +6.8% |
| 30D | +8.6% | -26.8% | +35.5% | +27.9% |
| 3M | -15.2% | -20.6% | +5.3% | -6.6% |
| 6M | +92.9% | -47.5% | +140.4% | +162.9% |
| YTD | +114.6% | -38.5% | +153.1% | +164.5% |
| 1Y | +208.5% | -31.0% | +239.5% | +258.6% |
| 3Y | +821.5% | +216.5% | +605.0% | +353.2% |
| 5Y | +101.8% | +105.7% | -3.8% | +16.9% |
| All | +448.2% | +312.8% | +135.4% | +196.8% |
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 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