+151.7%
HYG vs KTOS
+279.6%
-127.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -0.7% | -2.4% | +1.7% | -0.6% |
| 30D | -0.7% | -26.8% | +26.1% | +0.9% |
| 3M | -0.2% | -20.6% | +20.4% | +0.8% |
| 6M | +1.4% | -47.5% | +48.9% | +4.4% |
| YTD | +1.5% | -38.5% | +39.9% | +3.0% |
| 1Y | +2.9% | -31.0% | +33.9% | +3.4% |
| 3Y | +25.6% | +216.5% | -190.9% | +14.1% |
| 5Y | +18.6% | +105.7% | -87.1% | +9.0% |
| 10Y | +55.7% | +615.0% | -559.3% | +30.9% |
| All | +151.7% | +279.6% | -127.9% | +109.8% |
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