-55.6%
KHC vs KTOS
+613.9%
-669.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.9% |
| 7D | -1.0% | -2.4% | +1.4% | -0.9% |
| 30D | +1.9% | -26.8% | +28.7% | +3.7% |
| 3M | +3.2% | -20.6% | +23.8% | +4.3% |
| 6M | +10.0% | -47.5% | +57.5% | +13.6% |
| YTD | +6.7% | -38.5% | +45.2% | +8.4% |
| 1Y | -0.9% | -31.0% | +30.1% | -0.8% |
| 3Y | -13.6% | +216.5% | -230.1% | -25.5% |
| 5Y | -12.8% | +105.7% | -118.5% | -22.8% |
| All | -55.6% | +613.9% | -669.5% | -60.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling